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 | 2,62% | 0,37 CHF | 0,38 CHF | 109 727 | 50 000 | 109 401 | 50 000 | 41 275 CHF | 19 365 CHF | 100,00% | 100,00% |
19/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 111 441 | 50 000 | 111 887 | 50 000 | 37 975 CHF | 17 472 CHF | 99,94% | 99,94% |
18/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 111 116 | 50 000 | 111 069 | 50 000 | 39 328 CHF | 18 205 CHF | 99,64% | 99,64% |
15/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 111 532 | 50 000 | 111 105 | 50 000 | 40 158 CHF | 18 573 CHF | 100,00% | 100,00% |
14/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 109 287 | 50 000 | 109 276 | 50 000 | 42 571 CHF | 19 980 CHF | 99,44% | 99,44% |
13/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 108 333 | 50 000 | 108 176 | 49 819 | 42 714 CHF | 20 169 CHF | 98,88% | 98,88% |
12/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 106 844 | 50 000 | 106 299 | 50 000 | 44 632 CHF | 21 494 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 104 675 | 50 000 | 104 127 | 50 000 | 46 889 CHF | 23 016 CHF | 100,00% | 100,00% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 47 217 CHF | 23 460 CHF | 88,69% | 88,69% |
07/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 102 623 | 50 000 | 102 646 | 48 703 | 48 159 CHF | 23 338 CHF | 99,06% | 99,06% |