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% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 99 930 | 50 000 | 53 000 CHF | 27 020 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 93 936 | 50 000 | 52 564 CHF | 28 512 CHF | 100,00% | 100,00% |
18/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 96 205 | 50 000 | 53 095 CHF | 28 112 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 96 957 | 50 000 | 53 374 CHF | 28 050 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 148 CHF | 30 027 CHF | 99,22% | 99,22% |
13/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 092 | 49 448 | 54 884 CHF | 30 962 CHF | 99,36% | 99,36% |
12/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 370 CHF | 30 706 CHF | 100,00% | 100,00% |
11/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 97 939 | 50 000 | 52 867 CHF | 27 511 CHF | 100,00% | 100,00% |
08/11/2024 | 2,85% | 0,57 CHF | 0,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 515 CHF | 15 964 CHF | 100,00% | 100,00% |
07/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 92 386 | 48 697 | 51 727 CHF | 27 778 CHF | 98,73% | 98,73% |