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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 112 549 | 100 000 | 52 088 CHF | 47 324 CHF | 100,00% | 100,00% |
20/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 112 325 | 100 000 | 52 462 CHF | 47 743 CHF | 98,98% | 98,98% |
19/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 123 952 | 100 000 | 51 403 CHF | 42 497 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 118 621 | 100 000 | 53 243 CHF | 45 898 CHF | 100,00% | 100,00% |
15/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 124 856 | 100 000 | 51 713 CHF | 42 449 CHF | 100,00% | 100,00% |
14/11/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 130 654 | 100 000 | 51 914 CHF | 40 748 CHF | 99,22% | 99,22% |
13/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 888 | 99 159 | 51 783 CHF | 39 937 CHF | 99,36% | 99,36% |
12/11/2024 | 2,31% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 121 299 | 100 000 | 52 021 CHF | 43 988 CHF | 100,00% | 100,00% |
11/11/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 131 CHF | 56 131 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 186 CHF | 55 186 CHF | 100,00% | 100,00% |