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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 100 013 | 20 000 | 52 432 CHF | 10 685 CHF | 44,85% | 44,85% |
20/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 108 681 | 20 000 | 108 811 | 20 000 | 52 634 CHF | 9 875 CHF | 94,43% | 94,43% |
19/11/2024 | 2,37% | 0,45 CHF | 0,46 CHF | 109 446 | 20 000 | 110 331 | 20 000 | 46 050 CHF | 8 549 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 109 404 | 20 000 | 109 385 | 20 000 | 51 668 CHF | 9 648 CHF | 47,85% | 47,85% |
15/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 100 468 | 20 000 | 50 849 CHF | 10 324 CHF | 99,57% | 99,57% |
14/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 109 209 | 20 000 | 106 109 | 20 000 | 50 771 CHF | 9 785 CHF | 17,85% | 17,85% |
13/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 111 399 | 20 000 | 111 301 | 19 927 | 42 899 CHF | 7 882 CHF | 98,88% | 98,88% |
12/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 110 584 | 20 000 | 110 014 | 20 000 | 47 131 CHF | 8 769 CHF | 100,00% | 100,00% |
11/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 109 339 | 25 000 | 109 407 | 25 000 | 48 079 CHF | 11 237 CHF | 100,00% | 100,00% |
08/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 109 696 | 25 000 | 109 940 | 25 000 | 42 835 CHF | 9 991 CHF | 100,00% | 100,00% |