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 | 2,99% | 0,33 CHF | 0,34 CHF | 109 320 | 50 000 | 109 506 | 50 000 | 36 144 CHF | 17 004 CHF | 100,00% | 100,00% |
19/11/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 110 930 | 50 000 | 111 653 | 50 000 | 32 994 CHF | 15 276 CHF | 70,65% | 70,65% |
18/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 111 268 | 50 000 | 111 226 | 50 000 | 34 345 CHF | 15 941 CHF | 99,64% | 99,64% |
15/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 111 031 | 50 000 | 110 995 | 50 000 | 34 953 CHF | 16 246 CHF | 100,00% | 100,00% |
14/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 109 041 | 50 000 | 109 137 | 50 000 | 37 645 CHF | 17 747 CHF | 99,44% | 99,44% |
13/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 107 814 | 50 000 | 107 992 | 49 819 | 37 640 CHF | 17 867 CHF | 98,88% | 98,88% |
12/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 107 234 | 50 000 | 106 476 | 50 000 | 39 764 CHF | 19 173 CHF | 100,00% | 100,00% |
11/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 104 949 | 50 000 | 104 138 | 50 000 | 42 286 CHF | 20 803 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 103 507 | 50 000 | 102 743 | 50 000 | 42 768 CHF | 21 314 CHF | 88,69% | 88,69% |
07/11/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 102 297 | 50 000 | 102 728 | 48 703 | 43 332 CHF | 21 047 CHF | 99,06% | 99,06% |