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 | 3,29% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 84 268 | 50 000 | 52 509 CHF | 32 255 CHF | 100,00% | 100,00% |
19/11/2024 | 3,39% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 89 377 | 50 000 | 54 375 CHF | 31 475 CHF | 100,00% | 100,00% |
18/11/2024 | 4,09% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 602 CHF | 27 400 CHF | 98,03% | 98,03% |
15/11/2024 | 3,87% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 99 926 | 50 000 | 52 977 CHF | 27 556 CHF | 100,00% | 100,00% |
14/11/2024 | 3,84% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 99 760 | 50 000 | 52 559 CHF | 27 377 CHF | 98,87% | 98,87% |
13/11/2024 | 4,38% | 0,50 CHF | 0,53 CHF | 100 000 | 50 000 | 104 748 | 49 380 | 50 163 CHF | 24 698 CHF | 90,65% | 90,65% |
12/11/2024 | 3,94% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 99 406 | 50 000 | 52 939 CHF | 27 705 CHF | 100,00% | 100,00% |
11/11/2024 | 4,19% | 0,50 CHF | 0,52 CHF | 104 275 | 50 000 | 103 027 | 50 000 | 50 328 CHF | 25 477 CHF | 59,99% | 59,99% |
08/11/2024 | 4,90% | 0,47 CHF | 0,49 CHF | 104 165 | 50 000 | 105 499 | 50 000 | 42 772 CHF | 21 295 CHF | 100,00% | 100,00% |
07/11/2024 | 5,33% | 0,37 CHF | 0,39 CHF | 106 363 | 50 000 | 106 078 | 48 722 | 42 046 CHF | 20 347 CHF | 98,89% | 98,89% |