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 | 7,93% | 0,32 CHF | 0,34 CHF | 109 290 | 50 000 | 109 800 | 50 000 | 34 366 CHF | 16 949 CHF | 100,00% | 100,00% |
19/11/2024 | 4,28% | 0,30 CHF | 0,31 CHF | 114 525 | 50 000 | 117 753 | 50 000 | 33 083 CHF | 14 668 CHF | 92,33% | 92,33% |
18/11/2024 | 5,23% | 0,31 CHF | 0,32 CHF | 117 122 | 50 000 | 118 079 | 43 384 | 35 760 CHF | 13 847 CHF | 100,00% | 100,00% |
15/11/2024 | 4,10% | 0,27 CHF | 0,29 CHF | 125 805 | 50 000 | 115 881 | 50 000 | 37 618 CHF | 16 978 CHF | 100,00% | 100,00% |
14/11/2024 | 3,29% | 0,36 CHF | 0,37 CHF | 110 262 | 50 000 | 111 297 | 50 000 | 40 242 CHF | 18 687 CHF | 99,52% | 99,52% |
13/11/2024 | 3,36% | 0,37 CHF | 0,38 CHF | 110 684 | 50 000 | 106 964 | 49 383 | 41 886 CHF | 19 999 CHF | 99,32% | 99,32% |
12/11/2024 | 3,64% | 0,41 CHF | 0,43 CHF | 105 063 | 50 000 | 100 852 | 50 000 | 45 458 CHF | 23 388 CHF | 100,00% | 100,00% |
11/11/2024 | 2,62% | 0,44 CHF | 0,45 CHF | 103 035 | 50 000 | 102 636 | 50 000 | 44 789 CHF | 22 399 CHF | 100,00% | 100,00% |
08/11/2024 | 2,65% | 0,44 CHF | 0,45 CHF | 103 010 | 50 000 | 103 453 | 50 000 | 44 195 CHF | 21 935 CHF | 100,00% | 100,00% |
07/11/2024 | 3,72% | 0,40 CHF | 0,41 CHF | 107 798 | 50 000 | 109 773 | 48 444 | 42 075 CHF | 19 246 CHF | 99,13% | 99,13% |