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 | 2,85% | 0,34 CHF | 0,35 CHF | 109 727 | 50 000 | 109 391 | 50 000 | 37 853 CHF | 17 802 CHF | 100,00% | 100,00% |
19/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 111 376 | 50 000 | 111 865 | 50 000 | 34 389 CHF | 15 872 CHF | 99,94% | 99,94% |
18/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 111 059 | 50 000 | 111 064 | 50 000 | 35 960 CHF | 16 690 CHF | 99,64% | 99,64% |
15/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 111 367 | 50 000 | 111 099 | 50 000 | 36 679 CHF | 17 009 CHF | 100,00% | 100,00% |
14/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 109 359 | 50 000 | 109 293 | 50 000 | 39 151 CHF | 18 412 CHF | 99,44% | 99,44% |
13/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 108 296 | 50 000 | 108 160 | 49 819 | 39 385 CHF | 18 639 CHF | 98,88% | 98,88% |
12/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 106 844 | 50 000 | 106 299 | 50 000 | 41 443 CHF | 19 994 CHF | 100,00% | 100,00% |
11/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 104 613 | 50 000 | 104 113 | 50 000 | 43 706 CHF | 21 491 CHF | 100,00% | 100,00% |
08/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 44 132 CHF | 21 960 CHF | 88,69% | 88,69% |
07/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 102 492 | 50 000 | 102 637 | 48 703 | 45 049 CHF | 21 867 CHF | 99,06% | 99,06% |