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 | 2,64% | 0,40 CHF | 0,41 CHF | 117 556 | 50 000 | 116 709 | 50 000 | 43 646 CHF | 19 195 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 116 292 | 50 000 | 116 464 | 50 000 | 43 666 CHF | 19 244 CHF | 99,40% | 99,40% |
18/11/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 116 590 | 50 000 | 117 417 | 50 000 | 45 435 CHF | 19 846 CHF | 100,00% | 100,00% |
15/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 118 663 | 50 000 | 118 551 | 50 000 | 49 801 CHF | 21 503 CHF | 100,00% | 100,00% |
14/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 118 031 | 50 000 | 118 250 | 50 000 | 47 937 CHF | 20 769 CHF | 99,52% | 99,52% |
13/11/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 118 048 | 50 000 | 117 444 | 49 704 | 47 899 CHF | 20 774 CHF | 99,32% | 99,32% |
12/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 115 774 | 50 000 | 115 370 | 50 000 | 39 986 CHF | 17 829 CHF | 100,00% | 100,00% |
11/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 114 897 | 50 000 | 114 574 | 50 000 | 37 577 CHF | 16 898 CHF | 100,00% | 100,00% |
08/11/2024 | 2,63% | 0,34 CHF | 0,35 CHF | 114 009 | 50 000 | 115 042 | 50 000 | 43 325 CHF | 19 326 CHF | 100,00% | 100,00% |
07/11/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 115 252 | 50 000 | 115 616 | 48 704 | 44 122 CHF | 19 082 CHF | 99,13% | 99,13% |