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 | 2,08% | 0,60 CHF | 0,61 CHF | 90 000 | 20 000 | 90 353 | 20 000 | 51 940 CHF | 11 740 CHF | 100,00% | 100,00% |
20/11/2024 | 1,82% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 98 541 | 20 000 | 53 761 CHF | 11 116 CHF | 100,00% | 100,00% |
19/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 110 000 | 20 000 | 107 742 | 20 000 | 51 715 CHF | 9 815 CHF | 41,98% | 41,98% |
18/11/2024 | 2,28% | 0,53 CHF | 0,54 CHF | 100 000 | 20 000 | 99 660 | 20 000 | 53 244 CHF | 10 938 CHF | 94,79% | 94,79% |
15/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 90 485 | 20 000 | 51 445 CHF | 11 573 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 20 000 | 96 185 | 20 000 | 52 590 CHF | 11 147 CHF | 99,44% | 99,44% |
13/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 111 371 | 20 000 | 111 153 | 19 918 | 49 485 CHF | 9 070 CHF | 87,95% | 87,95% |
12/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 110 000 | 20 000 | 109 967 | 20 000 | 52 778 CHF | 9 799 CHF | 43,39% | 43,39% |
11/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 109 571 | 25 000 | 101 301 | 25 000 | 51 085 CHF | 12 862 CHF | 10,76% | 10,76% |
08/11/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 110 146 | 25 000 | 109 943 | 25 000 | 49 334 CHF | 11 469 CHF | 83,25% | 83,25% |