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 | 2,56% | 0,38 CHF | 0,39 CHF | 109 727 | 50 000 | 109 357 | 50 000 | 42 096 CHF | 19 747 CHF | 100,00% | 100,00% |
19/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 111 248 | 50 000 | 111 827 | 50 000 | 38 787 CHF | 17 844 CHF | 99,94% | 99,94% |
18/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 110 927 | 50 000 | 111 054 | 50 000 | 40 299 CHF | 18 645 CHF | 99,64% | 99,64% |
15/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 111 367 | 50 000 | 111 110 | 50 000 | 40 887 CHF | 18 901 CHF | 93,97% | 93,97% |
14/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 109 249 | 50 000 | 109 082 | 50 000 | 43 343 CHF | 20 368 CHF | 99,44% | 99,44% |
13/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 108 110 | 50 000 | 108 111 | 49 819 | 43 489 CHF | 20 542 CHF | 98,88% | 98,88% |
12/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 106 674 | 50 000 | 106 309 | 50 000 | 45 593 CHF | 21 944 CHF | 97,96% | 97,96% |
11/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 47 700 CHF | 23 392 CHF | 77,73% | 77,73% |
08/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 103 752 | 50 000 | 102 928 | 50 000 | 48 123 CHF | 23 878 CHF | 88,69% | 88,69% |
07/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 102 313 | 50 000 | 102 545 | 48 703 | 48 939 CHF | 23 752 CHF | 99,06% | 99,06% |