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 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 99 679 | 50 000 | 54 424 CHF | 27 802 CHF | 100,00% | 100,00% |
19/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 996 | 50 000 | 51 233 CHF | 25 872 CHF | 99,94% | 99,94% |
18/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 378 CHF | 26 689 CHF | 100,00% | 100,00% |
15/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 017 CHF | 27 009 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 94 197 | 50 000 | 52 540 CHF | 28 407 CHF | 99,44% | 99,44% |
13/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 160 | 49 819 | 50 830 CHF | 28 589 CHF | 98,88% | 98,88% |
12/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 073 CHF | 29 985 CHF | 100,00% | 100,00% |
11/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 88 500 | 50 000 | 54 822 CHF | 31 484 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 81 999 | 50 000 | 51 480 CHF | 31 901 CHF | 88,69% | 88,69% |
07/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 000 | 48 703 | 51 069 CHF | 31 589 CHF | 99,06% | 99,06% |