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 | 2,86% | 0,34 CHF | 0,35 CHF | 109 727 | 50 000 | 109 341 | 50 000 | 37 651 CHF | 17 717 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 111 248 | 50 000 | 111 783 | 50 000 | 34 203 CHF | 15 800 CHF | 99,94% | 99,94% |
18/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 35 859 CHF | 16 632 CHF | 99,64% | 99,64% |
15/11/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 36 298 CHF | 16 836 CHF | 100,00% | 100,00% |
14/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 109 011 | 50 000 | 109 087 | 50 000 | 38 863 CHF | 18 314 CHF | 99,44% | 99,44% |
13/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 108 146 | 50 000 | 108 128 | 49 819 | 39 027 CHF | 18 485 CHF | 98,88% | 98,88% |
12/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 107 168 | 50 000 | 106 351 | 50 000 | 41 272 CHF | 19 904 CHF | 97,96% | 97,96% |
11/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 105 011 | 50 000 | 104 135 | 50 000 | 43 489 CHF | 21 382 CHF | 100,00% | 100,00% |
08/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 103 507 | 50 000 | 102 731 | 50 000 | 43 905 CHF | 21 870 CHF | 88,69% | 88,69% |
07/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 102 276 | 50 000 | 102 607 | 48 703 | 44 658 CHF | 21 704 CHF | 99,06% | 99,06% |