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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 001 | 75 000 | 52 017 CHF | 39 763 CHF | 100,00% | 100,00% |
20/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 105 739 | 75 000 | 52 135 CHF | 37 789 CHF | 100,00% | 100,00% |
19/11/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 88 738 | 73 453 | 51 828 CHF | 43 666 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 98 427 | 75 000 | 52 927 CHF | 41 278 CHF | 100,00% | 100,00% |
15/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 169 | 75 000 | 52 464 CHF | 40 544 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 92 402 | 75 000 | 52 442 CHF | 43 361 CHF | 99,52% | 99,52% |
13/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 74 146 | 52 972 CHF | 49 842 CHF | 99,32% | 99,32% |
12/11/2024 | 1,64% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 88 706 | 75 000 | 53 655 CHF | 46 151 CHF | 100,00% | 100,00% |
11/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 089 CHF | 44 158 CHF | 100,00% | 100,00% |
08/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 808 | 75 000 | 54 703 CHF | 46 437 CHF | 100,00% | 100,00% |