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 | 2,54% | 0,39 CHF | 0,40 CHF | 109 320 | 50 000 | 109 516 | 50 000 | 42 593 CHF | 19 947 CHF | 100,00% | 100,00% |
19/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 111 415 | 50 000 | 111 654 | 50 000 | 39 561 CHF | 18 217 CHF | 70,65% | 70,65% |
18/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 111 268 | 50 000 | 111 207 | 50 000 | 40 975 CHF | 18 924 CHF | 99,64% | 99,64% |
15/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 111 031 | 50 000 | 110 960 | 50 000 | 41 571 CHF | 19 234 CHF | 100,00% | 100,00% |
14/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 109 041 | 50 000 | 109 113 | 50 000 | 44 032 CHF | 20 677 CHF | 99,44% | 99,44% |
13/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 107 712 | 50 000 | 107 773 | 49 819 | 43 932 CHF | 20 811 CHF | 98,88% | 98,88% |
12/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 107 234 | 50 000 | 106 368 | 50 000 | 45 958 CHF | 22 104 CHF | 100,00% | 100,00% |
11/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 104 949 | 50 000 | 104 176 | 50 000 | 48 245 CHF | 23 657 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 103 483 | 50 000 | 102 885 | 50 000 | 48 400 CHF | 24 023 CHF | 88,69% | 88,69% |
07/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 102 563 | 50 000 | 101 267 | 48 703 | 48 648 CHF | 23 898 CHF | 99,06% | 99,06% |