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 | 2,66% | 0,40 CHF | 0,41 CHF | 117 543 | 50 000 | 116 678 | 50 000 | 43 324 CHF | 19 063 CHF | 100,00% | 100,00% |
19/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 116 422 | 50 000 | 116 463 | 50 000 | 43 393 CHF | 19 127 CHF | 99,40% | 99,40% |
18/11/2024 | 2,58% | 0,35 CHF | 0,36 CHF | 116 257 | 50 000 | 117 415 | 50 000 | 45 047 CHF | 19 681 CHF | 100,00% | 100,00% |
15/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 118 717 | 50 000 | 118 549 | 50 000 | 49 405 CHF | 21 337 CHF | 100,00% | 100,00% |
14/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 118 084 | 50 000 | 118 226 | 50 000 | 47 615 CHF | 20 637 CHF | 99,52% | 99,52% |
13/11/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 118 127 | 50 000 | 117 405 | 49 704 | 47 532 CHF | 20 619 CHF | 99,32% | 99,32% |
12/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 115 837 | 50 000 | 115 416 | 50 000 | 39 842 CHF | 17 760 CHF | 100,00% | 100,00% |
11/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 114 845 | 50 000 | 114 549 | 50 000 | 37 407 CHF | 16 827 CHF | 100,00% | 100,00% |
08/11/2024 | 2,65% | 0,34 CHF | 0,35 CHF | 114 097 | 50 000 | 115 078 | 50 000 | 42 999 CHF | 19 179 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,39 CHF | 0,40 CHF | 115 315 | 50 000 | 115 639 | 48 703 | 43 884 CHF | 18 978 CHF | 99,13% | 99,13% |