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 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 495 CHF | 26 247 CHF | 100,00% | 100,00% |
19/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 456 CHF | 24 344 CHF | 99,94% | 99,94% |
18/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 106 687 | 50 000 | 52 561 CHF | 25 145 CHF | 100,00% | 100,00% |
15/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 103 333 | 50 000 | 51 428 CHF | 25 398 CHF | 100,00% | 100,00% |
14/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 736 CHF | 26 868 CHF | 99,44% | 99,44% |
13/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 49 819 | 53 228 CHF | 27 018 CHF | 98,88% | 98,88% |
12/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 91 391 | 50 000 | 51 041 CHF | 28 432 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 978 CHF | 29 932 CHF | 100,00% | 100,00% |
08/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 780 CHF | 30 378 CHF | 88,69% | 88,69% |
07/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 48 703 | 54 653 CHF | 30 084 CHF | 99,06% | 99,06% |