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 | 2,73% | 0,36 CHF | 0,37 CHF | 109 154 | 50 000 | 109 476 | 50 000 | 39 610 CHF | 18 590 CHF | 100,00% | 100,00% |
19/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 111 300 | 50 000 | 111 812 | 50 000 | 44 632 CHF | 20 457 CHF | 99,94% | 99,94% |
18/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 111 136 | 50 000 | 111 154 | 50 000 | 42 508 CHF | 19 620 CHF | 99,64% | 99,64% |
15/11/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 111 532 | 50 000 | 111 105 | 50 000 | 42 060 CHF | 19 427 CHF | 100,00% | 100,00% |
14/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 109 359 | 50 000 | 109 293 | 50 000 | 38 447 CHF | 18 088 CHF | 99,44% | 99,44% |
13/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 108 296 | 50 000 | 108 160 | 49 819 | 37 408 CHF | 17 731 CHF | 98,88% | 98,88% |
12/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 106 674 | 50 000 | 106 309 | 50 000 | 34 138 CHF | 16 556 CHF | 97,96% | 97,96% |
11/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 30 443 CHF | 15 109 CHF | 77,73% | 77,73% |
08/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 103 507 | 50 000 | 102 787 | 50 000 | 29 129 CHF | 14 669 CHF | 88,69% | 88,69% |
07/11/2024 | 3,74% | 0,28 CHF | 0,29 CHF | 102 357 | 50 000 | 102 593 | 48 703 | 28 328 CHF | 13 956 CHF | 99,06% | 99,06% |