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 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 119 221 | 50 000 | 52 317 CHF | 22 448 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 270 | 50 000 | 52 700 CHF | 23 990 CHF | 100,00% | 100,00% |
18/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 523 | 50 000 | 51 881 CHF | 23 566 CHF | 100,00% | 100,00% |
15/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 112 748 | 50 000 | 51 860 CHF | 23 526 CHF | 100,00% | 100,00% |
14/11/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 103 975 | 50 000 | 51 829 CHF | 25 451 CHF | 99,22% | 99,22% |
13/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 49 448 | 52 495 CHF | 26 451 CHF | 99,36% | 99,36% |
12/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 158 CHF | 26 079 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 115 497 | 50 000 | 51 863 CHF | 22 980 CHF | 100,00% | 100,00% |
08/11/2024 | 3,39% | 0,48 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 242 CHF | 13 699 CHF | 100,00% | 100,00% |
07/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 110 310 | 48 697 | 51 706 CHF | 23 325 CHF | 98,73% | 98,73% |