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 | 2,86% | 0,37 CHF | 0,38 CHF | 114 677 | 50 000 | 111 280 | 50 000 | 43 746 CHF | 20 240 CHF | 100,00% | 100,00% |
19/11/2024 | 2,81% | 0,38 CHF | 0,39 CHF | 113 217 | 50 000 | 112 240 | 50 000 | 43 430 CHF | 19 912 CHF | 99,99% | 99,99% |
18/11/2024 | 3,46% | 0,42 CHF | 0,43 CHF | 106 877 | 50 000 | 105 875 | 44 486 | 45 667 CHF | 19 798 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 0,47 CHF | 0,48 CHF | 102 182 | 50 000 | 103 156 | 50 000 | 47 437 CHF | 23 565 CHF | 100,00% | 100,00% |
14/11/2024 | 2,55% | 0,46 CHF | 0,47 CHF | 101 996 | 50 000 | 103 072 | 50 000 | 47 720 CHF | 23 753 CHF | 97,75% | 97,75% |
13/11/2024 | 2,50% | 0,43 CHF | 0,44 CHF | 107 638 | 50 000 | 105 642 | 49 710 | 46 330 CHF | 22 363 CHF | 99,36% | 99,36% |
12/11/2024 | 2,44% | 0,46 CHF | 0,47 CHF | 102 704 | 50 000 | 97 678 | 50 000 | 49 207 CHF | 25 827 CHF | 100,00% | 100,00% |
11/11/2024 | 2,07% | 0,56 CHF | 0,57 CHF | 92 992 | 50 000 | 92 675 | 50 000 | 50 830 CHF | 28 001 CHF | 39,59% | 39,59% |
08/11/2024 | 2,38% | 0,50 CHF | 0,52 CHF | 97 419 | 50 000 | 97 490 | 50 000 | 48 740 CHF | 25 603 CHF | 99,47% | 99,47% |
07/11/2024 | 2,32% | 0,53 CHF | 0,54 CHF | 94 287 | 50 000 | 100 310 | 48 736 | 48 619 CHF | 24 243 CHF | 95,06% | 95,06% |