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 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 569 | 50 000 | 52 700 CHF | 24 553 CHF | 100,00% | 100,00% |
19/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 381 | 50 000 | 52 981 CHF | 24 723 CHF | 95,85% | 95,85% |
18/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 918 CHF | 24 554 CHF | 99,57% | 99,57% |
15/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 111 874 | 50 000 | 51 290 CHF | 23 431 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 119 529 | 50 000 | 53 635 CHF | 22 938 CHF | 99,44% | 99,44% |
13/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 118 603 | 49 878 | 52 778 CHF | 22 703 CHF | 94,79% | 94,79% |
12/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 125 525 | 50 000 | 52 024 CHF | 21 236 CHF | 100,00% | 100,00% |
11/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 130 447 | 50 000 | 51 564 CHF | 20 267 CHF | 94,79% | 94,79% |
08/11/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 131 751 | 50 000 | 52 554 CHF | 20 460 CHF | 100,00% | 100,00% |
07/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 140 000 | 48 444 | 51 961 CHF | 18 450 CHF | 99,06% | 99,06% |