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 | 2,20% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 101 167 | 49 465 | 51 370 CHF | 25 696 CHF | 100,00% | 100,00% |
19/11/2024 | 2,14% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 103 119 | 50 000 | 51 888 CHF | 25 728 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 99 988 | 50 000 | 53 481 CHF | 27 288 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 114 | 50 000 | 52 086 CHF | 29 508 CHF | 100,00% | 100,00% |
14/11/2024 | 2,33% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 93 358 | 50 000 | 52 677 CHF | 28 906 CHF | 99,27% | 99,27% |
13/11/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 91 919 | 49 375 | 53 359 CHF | 29 200 CHF | 99,40% | 99,40% |
12/11/2024 | 2,31% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 105 621 | 50 000 | 52 143 CHF | 25 277 CHF | 100,00% | 100,00% |
11/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 126 250 | 50 000 | 51 687 CHF | 20 995 CHF | 100,00% | 100,00% |
08/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 128 269 | 50 000 | 52 089 CHF | 20 814 CHF | 100,00% | 100,00% |
07/11/2024 | 2,88% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 130 704 | 47 945 | 49 587 CHF | 18 720 CHF | 99,06% | 99,06% |