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 | 2,81% | 0,33 CHF | 0,34 CHF | 117 308 | 50 000 | 116 688 | 50 000 | 40 983 CHF | 18 063 CHF | 100,00% | 100,00% |
19/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 116 511 | 50 000 | 116 443 | 50 000 | 40 812 CHF | 18 027 CHF | 99,40% | 99,40% |
18/11/2024 | 2,92% | 0,37 CHF | 0,38 CHF | 116 346 | 50 000 | 117 421 | 50 000 | 39 674 CHF | 17 396 CHF | 100,00% | 100,00% |
15/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 118 623 | 50 000 | 118 585 | 50 000 | 36 623 CHF | 15 942 CHF | 100,00% | 100,00% |
14/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 118 215 | 50 000 | 118 252 | 50 000 | 38 246 CHF | 16 672 CHF | 99,52% | 99,52% |
13/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 118 048 | 50 000 | 117 450 | 49 704 | 37 822 CHF | 16 513 CHF | 99,32% | 99,32% |
12/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 115 850 | 50 000 | 115 395 | 50 000 | 44 319 CHF | 19 704 CHF | 100,00% | 100,00% |
11/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 114 845 | 50 000 | 114 549 | 50 000 | 46 214 CHF | 20 673 CHF | 100,00% | 100,00% |
08/11/2024 | 2,76% | 0,39 CHF | 0,40 CHF | 114 158 | 50 000 | 115 017 | 50 000 | 41 145 CHF | 18 390 CHF | 100,00% | 100,00% |
07/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 115 431 | 50 000 | 115 647 | 48 703 | 40 552 CHF | 17 581 CHF | 99,13% | 99,13% |