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 | 4,21% | 0,46 CHF | 0,48 CHF | 114 553 | 50 000 | 110 595 | 50 000 | 51 501 CHF | 24 288 CHF | 95,94% | 95,94% |
19/11/2024 | 4,43% | 0,44 CHF | 0,46 CHF | 116 948 | 50 000 | 116 368 | 50 000 | 51 359 CHF | 23 070 CHF | 85,49% | 85,49% |
18/11/2024 | 4,94% | 0,45 CHF | 0,47 CHF | 116 553 | 50 000 | 117 367 | 43 384 | 51 505 CHF | 19 991 CHF | 100,00% | 100,00% |
15/11/2024 | 4,81% | 0,42 CHF | 0,44 CHF | 119 312 | 50 000 | 122 946 | 50 000 | 49 947 CHF | 21 322 CHF | 90,62% | 90,62% |
14/11/2024 | 3,67% | 0,39 CHF | 0,41 CHF | 125 717 | 50 000 | 128 970 | 50 000 | 48 412 CHF | 19 479 CHF | 99,27% | 99,27% |
13/11/2024 | 4,11% | 0,37 CHF | 0,39 CHF | 128 352 | 50 000 | 128 106 | 49 436 | 48 206 CHF | 19 387 CHF | 99,40% | 99,40% |
12/11/2024 | 4,89% | 0,39 CHF | 0,41 CHF | 126 113 | 50 000 | 124 191 | 50 000 | 49 536 CHF | 20 944 CHF | 100,00% | 100,00% |
11/11/2024 | 4,54% | 0,43 CHF | 0,45 CHF | 118 804 | 50 000 | 119 240 | 50 000 | 51 313 CHF | 22 519 CHF | 100,00% | 100,00% |
08/11/2024 | 4,92% | 0,41 CHF | 0,43 CHF | 123 331 | 50 000 | 123 879 | 50 000 | 49 140 CHF | 20 836 CHF | 100,00% | 100,00% |
07/11/2024 | 4,80% | 0,41 CHF | 0,43 CHF | 120 527 | 50 000 | 120 231 | 48 108 | 50 635 CHF | 21 205 CHF | 65,68% | 65,68% |