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 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 91 300 | 50 000 | 52 079 CHF | 29 074 CHF | 100,00% | 100,00% |
19/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 89 638 | 50 000 | 52 949 CHF | 30 043 CHF | 100,00% | 100,00% |
18/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 147 CHF | 30 026 CHF | 100,00% | 100,00% |
15/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 344 | 50 000 | 51 281 CHF | 28 884 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 95 702 | 50 000 | 53 526 CHF | 28 534 CHF | 99,52% | 99,52% |
13/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 111 948 | 49 704 | 52 276 CHF | 23 730 CHF | 99,32% | 99,32% |
12/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 105 126 | 50 000 | 51 730 CHF | 25 201 CHF | 100,00% | 100,00% |
11/11/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 95 953 | 50 000 | 53 105 CHF | 28 199 CHF | 100,00% | 100,00% |
08/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 470 | 50 000 | 51 861 CHF | 29 217 CHF | 100,00% | 100,00% |
07/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 85 273 | 48 695 | 53 108 CHF | 30 891 CHF | 98,51% | 98,51% |