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 | 1,87% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 013 CHF | 27 007 CHF | 100,00% | 100,00% |
19/11/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 99 825 | 50 000 | 52 178 CHF | 26 638 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 111 | 50 000 | 51 120 CHF | 28 866 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 652 CHF | 30 862 CHF | 100,00% | 100,00% |
14/11/2024 | 1,74% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 93 371 | 50 000 | 53 191 CHF | 29 041 CHF | 99,44% | 99,44% |
13/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 96 235 | 49 519 | 53 245 CHF | 27 916 CHF | 98,88% | 98,88% |
12/11/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 260 | 50 000 | 51 933 CHF | 29 272 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 340 CHF | 33 838 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 79 993 | 25 000 | 53 767 CHF | 17 054 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 24 740 | 55 516 CHF | 19 869 CHF | 99,06% | 99,06% |