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 | 2,36% | 0,39 CHF | 0,40 CHF | 117 543 | 50 000 | 116 678 | 50 000 | 48 852 CHF | 21 437 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 116 421 | 50 000 | 116 346 | 50 000 | 48 800 CHF | 21 476 CHF | 99,40% | 99,40% |
18/11/2024 | 2,43% | 0,44 CHF | 0,45 CHF | 116 346 | 50 000 | 117 416 | 50 000 | 47 808 CHF | 20 860 CHF | 100,00% | 100,00% |
15/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 118 570 | 50 000 | 118 534 | 50 000 | 44 582 CHF | 19 306 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 118 215 | 50 000 | 118 284 | 50 000 | 46 208 CHF | 20 033 CHF | 99,52% | 99,52% |
13/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 117 983 | 50 000 | 117 425 | 49 704 | 45 881 CHF | 19 931 CHF | 99,32% | 99,32% |
12/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 115 507 | 50 000 | 113 917 | 50 000 | 51 507 CHF | 23 112 CHF | 68,94% | 68,94% |
11/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 258 | 50 000 | 52 127 CHF | 24 141 CHF | 84,20% | 84,20% |
08/11/2024 | 2,35% | 0,46 CHF | 0,47 CHF | 114 495 | 50 000 | 115 152 | 50 000 | 48 453 CHF | 21 542 CHF | 93,05% | 93,05% |
07/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 115 315 | 50 000 | 115 629 | 48 703 | 48 447 CHF | 20 911 CHF | 99,13% | 99,13% |