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 | 2,12% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 111 061 | 75 000 | 51 718 CHF | 35 688 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 091 | 75 000 | 52 061 CHF | 33 269 CHF | 60,60% | 60,60% |
18/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 742 | 75 000 | 52 077 CHF | 33 373 CHF | 100,00% | 100,00% |
15/11/2024 | 2,12% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 111 118 | 75 000 | 51 906 CHF | 35 808 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 101 414 | 75 000 | 51 287 CHF | 38 701 CHF | 99,27% | 99,27% |
13/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 107 | 74 437 | 52 383 CHF | 40 116 CHF | 99,40% | 99,40% |
12/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 96 650 | 75 000 | 52 582 CHF | 41 612 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 255 CHF | 45 129 CHF | 100,00% | 100,00% |
08/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 993 CHF | 44 911 CHF | 100,00% | 100,00% |
07/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 81 932 | 73 704 | 51 703 CHF | 47 323 CHF | 99,23% | 99,23% |