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 | 2,96% | 0,37 CHF | 0,38 CHF | 117 057 | 50 000 | 113 456 | 50 000 | 43 855 CHF | 19 914 CHF | 96,50% | 96,50% |
19/11/2024 | 3,43% | 0,38 CHF | 0,39 CHF | 116 650 | 50 000 | 118 984 | 50 000 | 43 412 CHF | 18 889 CHF | 85,20% | 85,20% |
18/11/2024 | 3,65% | 0,39 CHF | 0,40 CHF | 115 072 | 50 000 | 113 953 | 43 384 | 43 442 CHF | 17 043 CHF | 100,00% | 100,00% |
15/11/2024 | 3,13% | 0,40 CHF | 0,41 CHF | 112 729 | 50 000 | 111 056 | 50 000 | 44 358 CHF | 20 614 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,41 CHF | 0,42 CHF | 110 457 | 50 000 | 109 618 | 50 000 | 45 823 CHF | 21 519 CHF | 81,03% | 81,03% |
13/11/2024 | 3,52% | 0,39 CHF | 0,40 CHF | 112 035 | 50 000 | 111 017 | 49 375 | 43 811 CHF | 20 204 CHF | 99,40% | 99,40% |
12/11/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 106 769 | 50 000 | 104 803 | 50 000 | 45 390 CHF | 22 207 CHF | 100,00% | 100,00% |
11/11/2024 | 2,60% | 0,47 CHF | 0,48 CHF | 100 683 | 50 000 | 100 409 | 50 000 | 46 934 CHF | 23 989 CHF | 100,00% | 100,00% |
08/11/2024 | 3,50% | 0,42 CHF | 0,43 CHF | 106 861 | 50 000 | 107 714 | 50 000 | 44 368 CHF | 21 329 CHF | 99,79% | 99,79% |
07/11/2024 | 3,31% | 0,42 CHF | 0,43 CHF | 105 875 | 50 000 | 106 601 | 48 519 | 44 310 CHF | 20 873 CHF | 84,06% | 84,06% |