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 | 1,85% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 737 CHF | 54 737 CHF | 90,21% | 90,21% |
19/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 235 CHF | 57 235 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 248 | 100 000 | 54 445 CHF | 55 324 CHF | 99,38% | 99,38% |
15/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 105 896 | 75 000 | 52 197 CHF | 37 743 CHF | 100,00% | 100,00% |
14/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 107 035 | 100 000 | 52 225 CHF | 49 848 CHF | 99,22% | 99,22% |
13/11/2024 | 1,89% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 226 | 99 159 | 53 400 CHF | 53 845 CHF | 99,36% | 99,36% |
12/11/2024 | 2,06% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 108 587 | 75 000 | 52 101 CHF | 36 795 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 119 994 | 75 000 | 52 425 CHF | 33 517 CHF | 100,00% | 100,00% |
08/11/2024 | 2,46% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 253 | 75 000 | 52 730 CHF | 37 110 CHF | 100,00% | 100,00% |
07/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 107 258 | 97 396 | 51 849 CHF | 48 088 CHF | 98,73% | 98,73% |