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 | 2,43% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 126 289 | 75 000 | 51 327 CHF | 31 286 CHF | 100,00% | 100,00% |
19/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 674 | 73 453 | 50 137 CHF | 37 357 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 116 768 | 75 000 | 52 583 CHF | 34 744 CHF | 100,00% | 100,00% |
15/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 118 671 | 75 000 | 52 504 CHF | 34 092 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 108 043 | 75 000 | 52 104 CHF | 36 965 CHF | 99,52% | 99,52% |
13/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 74 146 | 51 963 CHF | 43 554 CHF | 99,32% | 99,32% |
12/11/2024 | 1,90% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 99 685 | 75 000 | 51 932 CHF | 39 832 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 104 545 | 75 000 | 51 719 CHF | 37 882 CHF | 100,00% | 100,00% |
08/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 477 CHF | 40 108 CHF | 100,00% | 100,00% |
07/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 105 544 | 72 406 | 51 864 CHF | 36 248 CHF | 99,12% | 99,12% |