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 | 1,78% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 93 609 | 75 000 | 52 140 CHF | 42 564 CHF | 100,00% | 100,00% |
20/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 994 | 75 000 | 53 154 CHF | 44 591 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 103 811 | 73 453 | 51 165 CHF | 37 024 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 97 380 | 75 000 | 52 578 CHF | 41 383 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 96 069 | 75 000 | 52 899 CHF | 42 171 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 101 920 | 75 000 | 52 094 CHF | 39 139 CHF | 99,52% | 99,52% |
13/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 123 038 | 74 146 | 51 388 CHF | 31 722 CHF | 99,32% | 99,32% |
12/11/2024 | 2,08% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 111 289 | 75 000 | 53 066 CHF | 36 538 CHF | 100,00% | 100,00% |
11/11/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 102 386 | 75 000 | 51 449 CHF | 38 460 CHF | 100,00% | 100,00% |
08/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 275 CHF | 36 392 CHF | 100,00% | 100,00% |