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 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 345 CHF | 26 673 CHF | 100,00% | 100,00% |
19/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 435 | 50 000 | 53 249 CHF | 24 832 CHF | 70,65% | 70,65% |
18/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 779 | 50 000 | 50 604 CHF | 25 611 CHF | 100,00% | 100,00% |
15/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 472 | 50 000 | 50 825 CHF | 25 797 CHF | 100,00% | 100,00% |
14/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 522 CHF | 27 261 CHF | 99,44% | 99,44% |
13/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 49 819 | 54 081 CHF | 27 446 CHF | 98,88% | 98,88% |
12/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 118 | 50 000 | 51 006 CHF | 28 800 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 689 CHF | 30 327 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 596 CHF | 30 831 CHF | 88,69% | 88,69% |
07/11/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 986 | 48 703 | 55 195 CHF | 30 377 CHF | 99,06% | 99,06% |