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 | 1,99% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 96 779 | 50 000 | 53 350 CHF | 28 149 CHF | 100,00% | 100,00% |
19/11/2024 | 2,08% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 100 314 | 50 000 | 51 614 CHF | 26 271 CHF | 100,00% | 100,00% |
18/11/2024 | 2,02% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 439 | 50 000 | 54 217 CHF | 27 821 CHF | 100,00% | 100,00% |
15/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 101 306 | 50 000 | 53 247 CHF | 26 864 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 93 561 | 50 000 | 52 080 CHF | 28 400 CHF | 99,52% | 99,52% |
13/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 96 789 | 49 700 | 52 865 CHF | 27 717 CHF | 98,35% | 98,35% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 923 | 50 000 | 54 463 CHF | 30 806 CHF | 99,93% | 99,93% |
11/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 509 CHF | 33 349 CHF | 100,00% | 100,00% |
08/11/2024 | 1,86% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 745 CHF | 30 419 CHF | 100,00% | 100,00% |
07/11/2024 | 1,90% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 89 636 | 48 695 | 53 993 CHF | 29 904 CHF | 98,50% | 98,50% |