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 | 3,68% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 90 820 | 50 000 | 52 222 CHF | 29 844 CHF | 100,00% | 100,00% |
19/11/2024 | 3,79% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 91 919 | 50 000 | 51 854 CHF | 29 313 CHF | 100,00% | 100,00% |
18/11/2024 | 4,86% | 0,52 CHF | 0,55 CHF | 100 000 | 50 000 | 100 023 | 44 486 | 52 042 CHF | 24 274 CHF | 100,00% | 100,00% |
15/11/2024 | 4,15% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 564 CHF | 27 395 CHF | 100,00% | 100,00% |
14/11/2024 | 3,89% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 526 CHF | 27 306 CHF | 99,27% | 99,27% |
13/11/2024 | 4,15% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 103 240 | 49 435 | 51 297 CHF | 25 611 CHF | 99,40% | 99,40% |
12/11/2024 | 3,85% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 99 747 | 50 000 | 53 161 CHF | 27 696 CHF | 100,00% | 100,00% |
11/11/2024 | 4,14% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 393 CHF | 26 781 CHF | 100,00% | 100,00% |
08/11/2024 | 4,25% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 113 538 | 50 000 | 52 482 CHF | 24 172 CHF | 100,00% | 100,00% |
07/11/2024 | 4,61% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 113 076 | 48 722 | 51 607 CHF | 23 281 CHF | 98,89% | 98,89% |