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 | 1,96% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 195 | 100 195 | 50 716 CHF | 51 718 CHF | 100,00% | 100,00% |
19/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 121 749 | 121 749 | 56 900 CHF | 58 118 CHF | 99,28% | 99,28% |
18/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 116 394 | 116 394 | 57 029 CHF | 58 193 CHF | 99,88% | 99,88% |
15/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 121 864 | 121 864 | 59 338 CHF | 60 557 CHF | 100,00% | 100,00% |
14/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 123 701 | 123 701 | 58 022 CHF | 59 259 CHF | 100,00% | 100,00% |
13/11/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 122 618 | 122 618 | 57 795 CHF | 59 021 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 167 CHF | 53 167 CHF | 99,68% | 99,68% |
11/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 820 CHF | 55 820 CHF | 99,84% | 99,84% |
08/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 315 CHF | 55 315 CHF | 100,00% | 100,00% |
07/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 550 CHF | 58 550 CHF | 99,86% | 99,86% |