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 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 100 128 | 20 000 | 52 797 CHF | 10 747 CHF | 50,39% | 50,39% |
20/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 108 895 | 20 000 | 104 682 | 20 000 | 51 767 CHF | 10 095 CHF | 16,56% | 16,56% |
19/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 109 446 | 20 000 | 110 322 | 20 000 | 47 059 CHF | 8 733 CHF | 100,00% | 100,00% |
18/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 109 337 | 20 000 | 107 783 | 20 000 | 51 984 CHF | 9 853 CHF | 89,55% | 89,55% |
15/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 20 000 | 100 029 | 20 000 | 51 725 CHF | 10 542 CHF | 94,80% | 94,80% |
14/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 109 318 | 20 000 | 105 137 | 20 000 | 51 546 CHF | 10 018 CHF | 51,54% | 51,54% |
13/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 111 399 | 20 000 | 111 303 | 19 927 | 44 007 CHF | 8 081 CHF | 98,88% | 98,88% |
12/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 110 584 | 20 000 | 110 000 | 20 000 | 48 152 CHF | 8 955 CHF | 100,00% | 100,00% |
11/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 109 339 | 25 000 | 109 408 | 25 000 | 48 998 CHF | 11 447 CHF | 100,00% | 100,00% |
08/11/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 109 696 | 25 000 | 109 945 | 25 000 | 43 864 CHF | 10 225 CHF | 100,00% | 100,00% |