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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 110 000 | 110 000 | 109 981 | 109 981 | 47 856 CHF | 48 956 CHF | 100,00% | 100,00% |
22/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 48 632 CHF | 49 732 CHF | 92,03% | 92,03% |
20/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 120 000 | 120 000 | 119 982 | 119 982 | 46 964 CHF | 48 164 CHF | 100,00% | 100,00% |
19/11/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 45 962 CHF | 47 062 CHF | 97,51% | 97,51% |
18/11/2024 | 2,53% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 119 994 | 119 994 | 47 043 CHF | 48 243 CHF | 86,28% | 86,28% |
15/11/2024 | 2,53% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 110 670 | 110 670 | 43 175 CHF | 44 281 CHF | 90,27% | 90,27% |
14/11/2024 | 2,37% | 0,45 CHF | 0,46 CHF | 110 000 | 110 000 | 109 990 | 109 990 | 45 845 CHF | 46 945 CHF | 99,48% | 99,48% |
13/11/2024 | 2,72% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 119 948 | 119 948 | 44 264 CHF | 45 464 CHF | 96,55% | 96,55% |
12/11/2024 | 1,57% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 109 127 | 109 127 | 69 117 CHF | 70 209 CHF | 95,90% | 95,90% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 99 969 | 99 969 | 70 292 CHF | 71 292 CHF | 99,99% | 99,99% |