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 | 2,22% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 116 999 | 100 000 | 52 040 CHF | 45 526 CHF | 100,00% | 100,00% |
19/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 117 610 | 75 000 | 52 706 CHF | 34 399 CHF | 100,00% | 100,00% |
18/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 958 | 75 000 | 52 952 CHF | 36 868 CHF | 100,00% | 100,00% |
15/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 100 801 | 75 000 | 51 198 CHF | 38 855 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 102 208 | 75 000 | 52 267 CHF | 39 142 CHF | 99,22% | 99,22% |
13/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 602 | 74 446 | 52 375 CHF | 37 368 CHF | 98,74% | 98,74% |
12/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 101 594 | 75 000 | 52 188 CHF | 39 305 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 95 429 | 75 000 | 53 370 CHF | 42 745 CHF | 100,00% | 100,00% |
08/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 94 526 | 75 000 | 52 320 CHF | 42 307 CHF | 100,00% | 100,00% |
07/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 89 222 | 73 699 | 54 030 CHF | 45 369 CHF | 98,73% | 98,73% |