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 | 2,18% | 0,45 CHF | 0,46 CHF | 109 727 | 50 000 | 109 341 | 50 000 | 49 678 CHF | 23 217 CHF | 100,00% | 100,00% |
19/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 111 248 | 50 000 | 111 783 | 50 000 | 46 499 CHF | 21 300 CHF | 99,94% | 99,94% |
18/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 48 085 CHF | 22 132 CHF | 99,64% | 99,64% |
15/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 48 519 CHF | 22 336 CHF | 100,00% | 100,00% |
14/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 109 249 | 50 000 | 109 081 | 50 000 | 50 978 CHF | 23 868 CHF | 99,44% | 99,44% |
13/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 108 110 | 50 000 | 108 111 | 49 819 | 51 057 CHF | 24 029 CHF | 98,88% | 98,88% |
12/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 106 513 | 50 000 | 102 380 | 50 000 | 50 804 CHF | 25 319 CHF | 13,17% | 13,17% |
11/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 865 CHF | 26 932 CHF | 100,00% | 100,00% |
08/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 755 CHF | 27 378 CHF | 88,69% | 88,69% |
07/11/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 98 475 | 48 703 | 53 872 CHF | 27 161 CHF | 99,06% | 99,06% |