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 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 111 151 | 50 000 | 52 283 CHF | 24 095 CHF | 100,00% | 100,00% |
19/11/2024 | 2,45% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 120 243 | 50 000 | 52 209 CHF | 22 253 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 530 | 50 000 | 51 266 CHF | 23 722 CHF | 100,00% | 100,00% |
15/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 118 003 | 50 000 | 52 481 CHF | 22 837 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 410 CHF | 24 372 CHF | 99,52% | 99,52% |
13/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 111 646 | 49 700 | 52 008 CHF | 23 726 CHF | 98,35% | 98,35% |
12/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 555 | 50 000 | 52 827 CHF | 26 798 CHF | 99,93% | 99,93% |
11/11/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 856 CHF | 29 335 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 519 | 50 000 | 51 886 CHF | 26 381 CHF | 100,00% | 100,00% |
07/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 100 247 | 48 695 | 52 336 CHF | 25 985 CHF | 98,50% | 98,50% |