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 | 2,02% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 102 CHF | 58 264 CHF | 90,21% | 90,21% |
19/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 765 CHF | 55 765 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 676 CHF | 57 676 CHF | 99,38% | 99,38% |
15/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 85 804 | 75 000 | 53 335 CHF | 47 403 CHF | 100,00% | 100,00% |
14/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 654 CHF | 63 654 CHF | 99,22% | 99,22% |
13/11/2024 | 2,05% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 779 | 99 159 | 58 034 CHF | 58 863 CHF | 99,36% | 99,36% |
12/11/2024 | 1,56% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 81 623 | 75 000 | 51 907 CHF | 48 518 CHF | 100,00% | 100,00% |
11/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 468 CHF | 51 814 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 747 | 75 000 | 51 442 CHF | 48 543 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 479 | 97 396 | 63 184 CHF | 62 974 CHF | 98,73% | 98,73% |