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 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 96 320 | 50 000 | 53 284 CHF | 28 173 CHF | 100,00% | 100,00% |
19/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 137 | 50 000 | 51 506 CHF | 26 219 CHF | 99,94% | 99,94% |
18/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 223 CHF | 27 111 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 594 CHF | 27 297 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 50 870 CHF | 28 761 CHF | 99,44% | 99,44% |
13/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 021 | 49 819 | 51 384 CHF | 28 941 CHF | 98,88% | 98,88% |
12/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 641 CHF | 30 300 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 84 109 | 50 000 | 52 671 CHF | 31 827 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 668 | 50 000 | 51 344 CHF | 32 331 CHF | 88,69% | 88,69% |
07/11/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 48 703 | 51 469 CHF | 31 838 CHF | 99,06% | 99,06% |