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 | 2,71% | 0,36 CHF | 0,37 CHF | 109 456 | 50 000 | 109 466 | 50 000 | 39 828 CHF | 18 692 CHF | 100,00% | 100,00% |
19/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 111 120 | 50 000 | 111 694 | 50 000 | 36 541 CHF | 16 859 CHF | 70,65% | 70,65% |
18/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 111 516 | 50 000 | 111 052 | 50 000 | 38 005 CHF | 17 612 CHF | 99,64% | 99,64% |
15/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 111 170 | 50 000 | 111 009 | 50 000 | 38 399 CHF | 17 797 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 109 011 | 50 000 | 109 022 | 50 000 | 40 908 CHF | 19 261 CHF | 99,44% | 99,44% |
13/11/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 108 146 | 50 000 | 108 128 | 49 819 | 41 190 CHF | 19 482 CHF | 98,88% | 98,88% |
12/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 107 234 | 50 000 | 106 397 | 50 000 | 43 197 CHF | 20 800 CHF | 100,00% | 100,00% |
11/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 105 074 | 50 000 | 104 146 | 50 000 | 45 463 CHF | 22 327 CHF | 100,00% | 100,00% |
08/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 103 507 | 50 000 | 102 787 | 50 000 | 45 905 CHF | 22 831 CHF | 88,69% | 88,69% |
07/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 102 357 | 50 000 | 102 589 | 48 703 | 46 510 CHF | 22 585 CHF | 99,06% | 99,06% |