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 | 2,05% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 108 272 | 75 000 | 52 224 CHF | 36 946 CHF | 94,79% | 94,79% |
19/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 116 334 | 75 000 | 53 100 CHF | 35 012 CHF | 100,00% | 100,00% |
18/11/2024 | 2,90% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 63 572 | 51 451 | 31 558 CHF | 26 293 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 101 456 | 75 000 | 51 091 CHF | 38 545 CHF | 100,00% | 100,00% |
14/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 111 779 | 75 000 | 52 966 CHF | 36 322 CHF | 83,69% | 83,69% |
13/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 112 284 | 74 112 | 51 637 CHF | 34 837 CHF | 94,16% | 94,16% |
12/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 112 885 | 75 000 | 51 790 CHF | 35 176 CHF | 84,38% | 84,38% |
11/11/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 97 288 | 75 000 | 53 231 CHF | 41 816 CHF | 94,79% | 94,79% |
08/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 105 764 | 75 000 | 52 227 CHF | 37 816 CHF | 100,00% | 100,00% |
07/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 108 623 | 72 251 | 52 867 CHF | 35 992 CHF | 93,52% | 93,52% |