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 | 1,93% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 435 CHF | 52 435 CHF | 100,00% | 100,00% |
19/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 131 CHF | 55 131 CHF | 85,49% | 85,49% |
18/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 621 CHF | 66 621 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 614 CHF | 63 614 CHF | 100,00% | 100,00% |
14/11/2024 | 1,82% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 109 204 CHF | 111 204 CHF | 99,27% | 99,27% |
13/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 197 440 | 197 440 | 95 712 CHF | 97 686 CHF | 99,40% | 99,40% |
12/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 48 612 CHF | 49 612 CHF | 100,00% | 100,00% |
11/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 670 CHF | 59 670 CHF | 100,00% | 100,00% |
08/11/2024 | 2,07% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 66 415 | 66 415 | 43 950 CHF | 44 778 CHF | 96,73% | 96,73% |
07/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 583 CHF | 80 333 CHF | 91,73% | 91,73% |