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 | 2,52% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 99 833 | 50 000 | 53 579 CHF | 27 519 CHF | 91,63% | 91,63% |
19/11/2024 | 3,09% | 0,49 CHF | 0,50 CHF | 107 858 | 50 000 | 106 855 | 50 000 | 52 144 CHF | 25 180 CHF | 94,40% | 94,40% |
18/11/2024 | 4,34% | 0,50 CHF | 0,51 CHF | 107 936 | 50 000 | 101 405 | 43 318 | 51 038 CHF | 22 706 CHF | 99,01% | 99,01% |
15/11/2024 | 3,28% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 212 CHF | 26 978 CHF | 100,00% | 100,00% |
14/11/2024 | 3,22% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 94 497 | 50 000 | 52 655 CHF | 28 791 CHF | 99,52% | 99,52% |
13/11/2024 | 3,15% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 468 | 49 383 | 53 815 CHF | 27 575 CHF | 99,32% | 99,32% |
12/11/2024 | 2,92% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 492 CHF | 27 538 CHF | 100,00% | 100,00% |
11/11/2024 | 3,32% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 93 883 | 50 000 | 52 613 CHF | 29 002 CHF | 60,53% | 60,53% |
08/11/2024 | 3,41% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 549 CHF | 26 668 CHF | 100,00% | 100,00% |
07/11/2024 | 3,32% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 100 111 | 48 444 | 51 493 CHF | 25 772 CHF | 99,12% | 99,12% |