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 | 2,32% | 0,42 CHF | 0,43 CHF | 109 727 | 50 000 | 109 391 | 50 000 | 46 604 CHF | 21 802 CHF | 100,00% | 100,00% |
19/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 111 376 | 50 000 | 111 865 | 50 000 | 43 339 CHF | 19 872 CHF | 99,94% | 99,94% |
18/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 111 059 | 50 000 | 111 064 | 50 000 | 44 845 CHF | 20 690 CHF | 99,64% | 99,64% |
15/11/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 111 367 | 50 000 | 111 099 | 50 000 | 45 567 CHF | 21 009 CHF | 100,00% | 100,00% |
14/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 109 249 | 50 000 | 109 109 | 50 000 | 47 803 CHF | 22 407 CHF | 99,44% | 99,44% |
13/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 108 296 | 50 000 | 108 160 | 49 819 | 48 030 CHF | 22 625 CHF | 98,88% | 98,88% |
12/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 106 844 | 50 000 | 106 037 | 50 000 | 49 832 CHF | 23 998 CHF | 97,96% | 97,96% |
11/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 104 678 | 50 000 | 100 314 | 50 000 | 50 470 CHF | 25 658 CHF | 42,10% | 42,10% |
08/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 103 900 | 50 000 | 100 020 | 50 000 | 51 004 CHF | 25 997 CHF | 71,51% | 71,51% |
07/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 48 703 | 51 837 CHF | 25 745 CHF | 99,06% | 99,06% |