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 | 3,05% | 0,30 CHF | 0,31 CHF | 117 308 | 50 000 | 116 696 | 50 000 | 37 705 CHF | 16 658 CHF | 100,00% | 100,00% |
19/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 116 345 | 50 000 | 116 437 | 50 000 | 37 616 CHF | 16 655 CHF | 99,40% | 99,40% |
18/11/2024 | 3,18% | 0,34 CHF | 0,35 CHF | 116 462 | 50 000 | 117 398 | 50 000 | 36 392 CHF | 16 001 CHF | 100,00% | 100,00% |
15/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 118 663 | 50 000 | 118 551 | 50 000 | 33 185 CHF | 14 497 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 118 031 | 50 000 | 118 250 | 50 000 | 34 838 CHF | 15 231 CHF | 99,52% | 99,52% |
13/11/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 118 101 | 50 000 | 117 425 | 49 704 | 34 582 CHF | 15 145 CHF | 99,32% | 99,32% |
12/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 115 837 | 50 000 | 115 416 | 50 000 | 40 949 CHF | 18 240 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 114 620 | 50 000 | 114 562 | 50 000 | 42 825 CHF | 19 191 CHF | 100,00% | 100,00% |
08/11/2024 | 3,00% | 0,36 CHF | 0,37 CHF | 114 158 | 50 000 | 115 010 | 50 000 | 37 924 CHF | 16 991 CHF | 100,00% | 100,00% |
07/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 115 498 | 50 000 | 115 613 | 48 703 | 37 118 CHF | 16 142 CHF | 99,13% | 99,13% |