Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 110 612 | 50 000 | 52 192 CHF | 24 098 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 113 071 | 50 000 | 52 444 CHF | 23 714 CHF | 100,00% | 100,00% |
18/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 50 956 CHF | 25 978 CHF | 100,00% | 100,00% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 97 753 | 50 000 | 53 629 CHF | 27 944 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 103 228 | 50 000 | 52 829 CHF | 26 140 CHF | 99,44% | 99,44% |
13/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 105 894 | 49 519 | 52 342 CHF | 24 991 CHF | 98,88% | 98,88% |
12/11/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 100 202 | 50 000 | 51 770 CHF | 26 335 CHF | 100,00% | 100,00% |
11/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 418 | 50 000 | 54 378 CHF | 30 914 CHF | 100,00% | 100,00% |
08/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 88 044 | 25 000 | 54 014 CHF | 15 605 CHF | 100,00% | 100,00% |
07/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 70 960 | 24 740 | 52 091 CHF | 18 420 CHF | 99,06% | 99,06% |