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 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 304 | 75 000 | 52 215 CHF | 37 618 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 987 CHF | 40 490 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 337 CHF | 40 003 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 106 498 | 75 000 | 52 465 CHF | 37 733 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 813 | 75 000 | 52 611 CHF | 34 849 CHF | 99,27% | 99,27% |
13/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 661 | 74 437 | 51 783 CHF | 32 967 CHF | 99,40% | 99,40% |
12/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 580 | 75 000 | 50 332 CHF | 32 062 CHF | 100,00% | 100,00% |
11/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 120 303 | 75 000 | 119 915 | 75 000 | 44 464 CHF | 28 559 CHF | 100,00% | 100,00% |
08/11/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 120 099 | 75 000 | 119 192 | 75 000 | 44 957 CHF | 29 037 CHF | 100,00% | 100,00% |
07/11/2024 | 3,04% | 0,36 CHF | 0,37 CHF | 118 306 | 75 000 | 117 797 | 73 746 | 39 241 CHF | 25 286 CHF | 99,05% | 99,05% |