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 | 2,04% | 0,50 CHF | 0,51 CHF | 109 271 | 50 000 | 109 785 | 50 000 | 53 184 CHF | 24 722 CHF | 53,19% | 53,19% |
19/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 111 085 | 50 000 | 50 373 CHF | 23 177 CHF | 52,64% | 52,64% |
18/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 003 | 50 000 | 51 581 CHF | 23 945 CHF | 98,61% | 98,61% |
15/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 242 CHF | 24 246 CHF | 100,00% | 100,00% |
14/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 50 354 CHF | 25 677 CHF | 99,44% | 99,44% |
13/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 023 | 49 803 | 50 808 CHF | 25 800 CHF | 90,67% | 90,67% |
12/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 270 CHF | 27 135 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 055 | 50 000 | 50 760 CHF | 28 683 CHF | 100,00% | 100,00% |
08/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 470 CHF | 29 094 CHF | 88,69% | 88,69% |
07/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 48 703 | 52 261 CHF | 28 782 CHF | 99,06% | 99,06% |