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 | 3,75% | 0,26 CHF | 0,27 CHF | 138 586 | 50 000 | 139 079 | 50 000 | 36 424 CHF | 13 595 CHF | 100,00% | 100,00% |
19/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 149 763 | 50 000 | 150 118 | 50 000 | 35 457 CHF | 12 311 CHF | 99,94% | 99,94% |
18/11/2024 | 4,64% | 0,24 CHF | 0,25 CHF | 145 214 | 50 000 | 145 559 | 44 466 | 35 611 CHF | 11 354 CHF | 99,64% | 99,64% |
15/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 146 465 | 50 000 | 146 725 | 50 000 | 37 785 CHF | 13 376 CHF | 74,69% | 74,69% |
14/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 138 268 | 50 000 | 139 224 | 50 000 | 38 829 CHF | 14 448 CHF | 99,44% | 99,44% |
13/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 137 716 | 50 000 | 137 380 | 49 819 | 38 998 CHF | 14 643 CHF | 98,88% | 98,88% |
12/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 134 383 | 50 000 | 131 133 | 50 000 | 39 339 CHF | 15 500 CHF | 99,99% | 99,99% |
11/11/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 126 445 | 50 000 | 125 963 | 50 000 | 41 121 CHF | 16 824 CHF | 100,00% | 100,00% |
08/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 125 843 | 50 000 | 123 867 | 50 000 | 41 194 CHF | 17 129 CHF | 88,69% | 88,69% |
07/11/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 121 822 | 50 000 | 123 101 | 48 703 | 41 992 CHF | 17 116 CHF | 99,06% | 99,06% |