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 | 3,50% | 0,31 CHF | 0,32 CHF | 117 543 | 50 000 | 116 678 | 50 000 | 32 823 CHF | 14 563 CHF | 100,00% | 100,00% |
19/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 116 422 | 50 000 | 116 463 | 50 000 | 32 911 CHF | 14 627 CHF | 99,40% | 99,40% |
18/11/2024 | 3,35% | 0,26 CHF | 0,27 CHF | 116 257 | 50 000 | 117 393 | 50 000 | 34 548 CHF | 15 213 CHF | 100,00% | 100,00% |
15/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 118 717 | 50 000 | 118 549 | 50 000 | 38 735 CHF | 16 837 CHF | 100,00% | 100,00% |
14/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 118 084 | 50 000 | 118 212 | 50 000 | 37 217 CHF | 16 242 CHF | 99,52% | 99,52% |
13/11/2024 | 3,17% | 0,33 CHF | 0,34 CHF | 118 127 | 50 000 | 117 405 | 49 704 | 36 966 CHF | 16 146 CHF | 99,32% | 99,32% |
12/11/2024 | 3,85% | 0,27 CHF | 0,28 CHF | 115 837 | 50 000 | 115 416 | 50 000 | 29 454 CHF | 13 260 CHF | 100,00% | 100,00% |
11/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 114 845 | 50 000 | 114 549 | 50 000 | 27 098 CHF | 12 327 CHF | 100,00% | 100,00% |
08/11/2024 | 3,48% | 0,25 CHF | 0,26 CHF | 114 097 | 50 000 | 115 078 | 50 000 | 32 642 CHF | 14 679 CHF | 100,00% | 100,00% |
07/11/2024 | 3,52% | 0,30 CHF | 0,31 CHF | 115 315 | 50 000 | 115 639 | 48 703 | 33 477 CHF | 14 595 CHF | 99,13% | 99,13% |