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 | 2,07% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 554 CHF | 48 776 CHF | 100,00% | 100,00% |
19/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 615 | 100 000 | 52 417 CHF | 46 766 CHF | 100,00% | 100,00% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 273 CHF | 45 394 CHF | 100,00% | 100,00% |
15/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 114 545 | 100 000 | 52 211 CHF | 46 608 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 121 276 | 100 000 | 52 720 CHF | 44 503 CHF | 99,22% | 99,22% |
13/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 379 | 99 160 | 51 892 CHF | 41 098 CHF | 99,36% | 99,36% |
12/11/2024 | 2,05% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 108 171 | 100 000 | 52 305 CHF | 49 426 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 120 CHF | 58 120 CHF | 100,00% | 100,00% |
08/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 673 CHF | 56 673 CHF | 100,00% | 100,00% |
07/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 744 | 97 395 | 56 278 CHF | 55 968 CHF | 98,73% | 98,73% |