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 | 1,87% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 056 CHF | 54 056 CHF | 90,21% | 90,21% |
19/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 654 CHF | 56 654 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 328 | 100 000 | 53 857 CHF | 54 699 CHF | 99,38% | 99,38% |
15/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 631 | 75 000 | 52 341 CHF | 37 244 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 107 477 | 100 000 | 51 661 CHF | 49 121 CHF | 99,22% | 99,22% |
13/11/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 439 | 99 159 | 52 850 CHF | 53 200 CHF | 99,36% | 99,36% |
12/11/2024 | 2,38% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 110 669 | 75 000 | 52 232 CHF | 36 335 CHF | 100,00% | 100,00% |
11/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 181 | 75 000 | 51 842 CHF | 33 105 CHF | 100,00% | 100,00% |
08/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 109 818 | 75 000 | 52 315 CHF | 36 481 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 207 | 97 396 | 52 119 CHF | 47 516 CHF | 98,73% | 98,73% |