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 | 3,13% | 0,31 CHF | 0,32 CHF | 109 727 | 50 000 | 109 341 | 50 000 | 34 371 CHF | 16 218 CHF | 100,00% | 100,00% |
19/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 111 248 | 50 000 | 111 783 | 50 000 | 30 849 CHF | 14 300 CHF | 99,94% | 99,94% |
18/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 32 524 CHF | 15 132 CHF | 99,64% | 99,64% |
15/11/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 32 965 CHF | 15 336 CHF | 100,00% | 100,00% |
14/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 109 249 | 50 000 | 109 081 | 50 000 | 35 707 CHF | 16 868 CHF | 99,44% | 99,44% |
13/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 108 110 | 50 000 | 108 111 | 49 819 | 35 921 CHF | 17 054 CHF | 98,88% | 98,88% |
12/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 106 674 | 50 000 | 106 309 | 50 000 | 38 152 CHF | 18 444 CHF | 97,96% | 97,96% |
11/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 40 406 CHF | 19 892 CHF | 77,73% | 77,73% |
08/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 103 752 | 50 000 | 102 928 | 50 000 | 40 918 CHF | 20 378 CHF | 88,69% | 88,69% |
07/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 102 313 | 50 000 | 102 545 | 48 703 | 41 760 CHF | 20 343 CHF | 99,06% | 99,06% |