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 | 1,99% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 101 931 | 100 000 | 50 710 CHF | 50 776 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 912 | 100 000 | 52 498 CHF | 48 766 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 007 CHF | 47 370 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 279 CHF | 48 526 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 789 | 100 000 | 52 118 CHF | 46 452 CHF | 99,22% | 99,22% |
13/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 122 138 | 99 160 | 51 722 CHF | 43 012 CHF | 99,36% | 99,36% |
12/11/2024 | 1,97% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 102 530 | 100 000 | 51 643 CHF | 51 426 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 149 CHF | 60 149 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 673 CHF | 58 673 CHF | 100,00% | 100,00% |
07/11/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 479 | 97 395 | 58 122 CHF | 57 916 CHF | 98,73% | 98,73% |