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 | 3,80% | 0,28 CHF | 0,29 CHF | 117 308 | 50 000 | 116 688 | 50 000 | 30 197 CHF | 13 437 CHF | 100,00% | 100,00% |
19/11/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 116 511 | 50 000 | 116 443 | 50 000 | 30 219 CHF | 13 473 CHF | 99,40% | 99,40% |
18/11/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 116 346 | 50 000 | 117 421 | 50 000 | 31 953 CHF | 14 104 CHF | 100,00% | 100,00% |
15/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 118 544 | 50 000 | 118 572 | 50 000 | 36 113 CHF | 15 728 CHF | 100,00% | 100,00% |
14/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 118 162 | 50 000 | 118 281 | 50 000 | 34 293 CHF | 14 996 CHF | 99,52% | 99,52% |
13/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 118 010 | 50 000 | 117 448 | 49 704 | 34 290 CHF | 15 005 CHF | 99,32% | 99,32% |
12/11/2024 | 4,22% | 0,25 CHF | 0,26 CHF | 115 977 | 50 000 | 115 394 | 50 000 | 26 811 CHF | 12 117 CHF | 100,00% | 100,00% |
11/11/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 114 631 | 50 000 | 114 520 | 50 000 | 24 257 CHF | 11 090 CHF | 100,00% | 100,00% |
08/11/2024 | 3,80% | 0,23 CHF | 0,24 CHF | 114 261 | 50 000 | 115 024 | 50 000 | 29 893 CHF | 13 491 CHF | 100,00% | 100,00% |
07/11/2024 | 3,86% | 0,28 CHF | 0,29 CHF | 115 523 | 50 000 | 115 634 | 48 704 | 30 936 CHF | 13 536 CHF | 99,13% | 99,13% |