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 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 103 795 | 50 000 | 51 822 CHF | 25 483 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 007 CHF | 27 003 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 143 CHF | 26 572 CHF | 100,00% | 100,00% |
15/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 99 460 | 50 000 | 51 798 CHF | 26 550 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 93 912 | 50 000 | 52 580 CHF | 28 527 CHF | 99,22% | 99,22% |
13/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 49 448 | 52 756 CHF | 29 478 CHF | 99,36% | 99,36% |
12/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 605 CHF | 29 169 CHF | 100,00% | 100,00% |
11/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 101 446 | 50 000 | 51 700 CHF | 25 996 CHF | 100,00% | 100,00% |
08/11/2024 | 3,02% | 0,54 CHF | 0,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 755 CHF | 15 208 CHF | 100,00% | 100,00% |
07/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 48 697 | 53 016 CHF | 26 317 CHF | 98,73% | 98,73% |