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 | 1,99% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 853 CHF | 25 353 CHF | 100,00% | 100,00% |
19/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 573 CHF | 26 073 CHF | 100,00% | 100,00% |
18/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 630 CHF | 26 130 CHF | 100,00% | 100,00% |
15/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 932 CHF | 25 432 CHF | 100,00% | 100,00% |
14/11/2024 | 1,98% | 0,54 CHF | 0,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 073 CHF | 30 673 CHF | 100,00% | 100,00% |
13/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 358 CHF | 26 958 CHF | 100,00% | 100,00% |
12/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 27 378 CHF | 27 978 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 016 CHF | 25 516 CHF | 100,00% | 100,00% |
08/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 739 CHF | 26 239 CHF | 100,00% | 100,00% |
07/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 515 CHF | 28 015 CHF | 100,00% | 100,00% |