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 | 3,36% | 0,29 CHF | 0,30 CHF | 145 183 | 50 000 | 145 699 | 50 000 | 42 636 CHF | 15 132 CHF | 100,00% | 100,00% |
19/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 153 016 | 50 000 | 155 641 | 50 000 | 41 871 CHF | 13 953 CHF | 99,94% | 99,94% |
18/11/2024 | 4,18% | 0,28 CHF | 0,29 CHF | 152 485 | 50 000 | 151 748 | 44 466 | 41 871 CHF | 12 748 CHF | 99,64% | 99,64% |
15/11/2024 | 3,44% | 0,27 CHF | 0,28 CHF | 152 282 | 50 000 | 151 686 | 50 000 | 43 313 CHF | 14 779 CHF | 100,00% | 100,00% |
14/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 143 993 | 50 000 | 144 717 | 50 000 | 44 832 CHF | 15 991 CHF | 99,44% | 99,44% |
13/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 143 328 | 50 000 | 142 992 | 49 819 | 44 881 CHF | 16 138 CHF | 98,88% | 98,88% |
12/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 140 037 | 50 000 | 136 417 | 50 000 | 44 985 CHF | 16 989 CHF | 99,99% | 99,99% |
11/11/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 133 334 | 50 000 | 131 138 | 50 000 | 46 303 CHF | 18 155 CHF | 100,00% | 100,00% |
08/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 130 999 | 50 000 | 128 875 | 50 000 | 46 290 CHF | 18 461 CHF | 88,69% | 88,69% |
07/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 128 619 | 50 000 | 128 076 | 48 703 | 47 233 CHF | 18 452 CHF | 99,06% | 99,06% |