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 | 3,41% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 85 912 | 50 000 | 52 668 CHF | 31 775 CHF | 100,00% | 100,00% |
19/11/2024 | 3,45% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 89 735 | 50 000 | 53 730 CHF | 30 995 CHF | 100,00% | 100,00% |
18/11/2024 | 4,15% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 641 CHF | 26 915 CHF | 98,03% | 98,03% |
15/11/2024 | 3,97% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 030 CHF | 27 069 CHF | 100,00% | 100,00% |
14/11/2024 | 3,96% | 0,52 CHF | 0,55 CHF | 100 000 | 50 000 | 100 017 | 50 000 | 52 178 CHF | 27 138 CHF | 55,36% | 55,36% |
13/11/2024 | 4,47% | 0,49 CHF | 0,52 CHF | 104 376 | 50 000 | 104 861 | 49 435 | 49 385 CHF | 24 339 CHF | 99,40% | 99,40% |
12/11/2024 | 4,00% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 99 937 | 50 000 | 52 296 CHF | 27 232 CHF | 100,00% | 100,00% |
11/11/2024 | 4,21% | 0,50 CHF | 0,52 CHF | 104 113 | 50 000 | 104 064 | 50 000 | 50 064 CHF | 25 090 CHF | 75,91% | 75,91% |
08/11/2024 | 5,00% | 0,46 CHF | 0,48 CHF | 104 185 | 50 000 | 105 492 | 50 000 | 41 930 CHF | 20 898 CHF | 100,00% | 100,00% |
07/11/2024 | 5,45% | 0,36 CHF | 0,38 CHF | 106 352 | 50 000 | 106 103 | 48 764 | 41 118 CHF | 19 931 CHF | 98,71% | 98,71% |