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 | 2,24% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 104 149 | 50 000 | 51 568 CHF | 25 351 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 99 756 | 50 000 | 53 322 CHF | 27 270 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 100 596 | 50 000 | 50 727 CHF | 25 778 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 98 818 | 50 000 | 51 415 CHF | 26 602 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 108 112 | 50 000 | 52 637 CHF | 24 902 CHF | 99,52% | 99,52% |
13/11/2024 | 2,29% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 104 084 | 49 700 | 51 614 CHF | 25 247 CHF | 98,35% | 98,35% |
12/11/2024 | 2,59% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 118 407 | 50 000 | 52 051 CHF | 22 576 CHF | 99,93% | 99,93% |
11/11/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 131 322 | 50 000 | 51 403 CHF | 20 115 CHF | 100,00% | 100,00% |
08/11/2024 | 2,50% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 116 291 | 50 000 | 52 400 CHF | 23 119 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 117 829 | 48 695 | 52 571 CHF | 22 279 CHF | 98,50% | 98,50% |