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 | 1,88% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 569 CHF | 26 785 CHF | 100,00% | 100,00% |
19/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 284 | 50 000 | 51 257 CHF | 25 814 CHF | 100,00% | 100,00% |
18/11/2024 | 2,41% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 101 984 | 43 384 | 50 945 CHF | 22 192 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 648 | 50 000 | 52 038 CHF | 24 024 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 119 502 | 50 000 | 52 698 CHF | 22 553 CHF | 99,27% | 99,27% |
13/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 999 | 49 436 | 52 813 CHF | 22 257 CHF | 99,40% | 99,40% |
12/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 110 473 | 50 000 | 51 092 CHF | 23 627 CHF | 100,00% | 100,00% |
11/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 105 996 | 50 000 | 52 306 CHF | 25 187 CHF | 100,00% | 100,00% |
08/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 111 561 | 50 000 | 51 526 CHF | 23 601 CHF | 100,00% | 100,00% |
07/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 108 297 | 48 746 | 52 239 CHF | 23 999 CHF | 99,05% | 99,05% |