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% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 108 028 | 50 000 | 52 465 CHF | 24 797 CHF | 100,00% | 100,00% |
19/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 467 | 50 000 | 52 219 CHF | 24 358 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 227 CHF | 26 614 CHF | 100,00% | 100,00% |
15/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 91 654 | 50 000 | 51 473 CHF | 28 593 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 431 | 50 000 | 52 080 CHF | 26 772 CHF | 99,44% | 99,44% |
13/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 856 | 49 519 | 51 133 CHF | 25 607 CHF | 98,88% | 98,88% |
12/11/2024 | 1,87% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 987 CHF | 26 993 CHF | 100,00% | 100,00% |
11/11/2024 | 1,60% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 85 970 | 50 000 | 53 330 CHF | 31 544 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 84 839 | 25 000 | 53 227 CHF | 15 955 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 70 000 | 24 740 | 52 429 CHF | 18 779 CHF | 99,06% | 99,06% |