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 | 2,42% | 0,41 CHF | 0,42 CHF | 109 154 | 50 000 | 109 476 | 50 000 | 44 687 CHF | 20 910 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 111 300 | 50 000 | 111 812 | 50 000 | 41 464 CHF | 19 043 CHF | 99,94% | 99,94% |
18/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 111 268 | 50 000 | 111 207 | 50 000 | 43 199 CHF | 19 924 CHF | 99,64% | 99,64% |
15/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 111 031 | 50 000 | 110 960 | 50 000 | 43 791 CHF | 20 234 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 109 336 | 50 000 | 109 335 | 50 000 | 46 051 CHF | 21 560 CHF | 99,44% | 99,44% |
13/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 107 712 | 50 000 | 108 041 | 49 819 | 46 163 CHF | 21 785 CHF | 98,88% | 98,88% |
12/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 107 234 | 50 000 | 106 368 | 50 000 | 48 085 CHF | 23 104 CHF | 100,00% | 100,00% |
11/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 104 949 | 50 000 | 104 326 | 50 000 | 50 213 CHF | 24 566 CHF | 65,66% | 65,66% |
08/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 103 483 | 50 000 | 103 001 | 50 000 | 50 183 CHF | 24 861 CHF | 61,11% | 61,11% |
07/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 102 744 | 50 000 | 100 719 | 48 507 | 50 419 CHF | 24 785 CHF | 86,05% | 86,05% |