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 | 2,07% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 101 096 | 50 000 | 51 556 CHF | 26 047 CHF | 100,00% | 100,00% |
19/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 105 867 | 50 000 | 51 988 CHF | 25 083 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 106 180 | 50 000 | 52 165 CHF | 25 083 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 100 560 | 50 000 | 51 501 CHF | 26 137 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 102 786 | 50 000 | 52 776 CHF | 26 238 CHF | 99,52% | 99,52% |
13/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 259 | 49 704 | 54 194 CHF | 30 694 CHF | 99,32% | 99,32% |
12/11/2024 | 1,81% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 503 CHF | 29 701 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 482 CHF | 26 783 CHF | 100,00% | 100,00% |
08/11/2024 | 2,04% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 102 223 | 50 000 | 51 754 CHF | 25 855 CHF | 100,00% | 100,00% |
07/11/2024 | 2,39% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 114 376 | 48 695 | 52 262 CHF | 22 778 CHF | 98,51% | 98,51% |