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 | 3,81% | 0,26 CHF | 0,27 CHF | 109 154 | 50 000 | 109 471 | 50 000 | 28 203 CHF | 13 382 CHF | 100,00% | 100,00% |
19/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 111 370 | 50 000 | 111 818 | 50 000 | 24 637 CHF | 11 518 CHF | 99,94% | 99,94% |
18/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 111 136 | 50 000 | 111 154 | 50 000 | 26 407 CHF | 12 380 CHF | 99,64% | 99,64% |
15/11/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 111 627 | 50 000 | 111 030 | 50 000 | 27 077 CHF | 12 695 CHF | 100,00% | 100,00% |
14/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 109 074 | 50 000 | 109 163 | 50 000 | 29 523 CHF | 14 024 CHF | 99,44% | 99,44% |
13/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 108 296 | 50 000 | 108 143 | 49 819 | 29 867 CHF | 14 257 CHF | 98,88% | 98,88% |
12/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 107 234 | 50 000 | 106 251 | 50 000 | 32 041 CHF | 15 578 CHF | 100,00% | 100,00% |
11/11/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 104 949 | 50 000 | 104 165 | 50 000 | 34 436 CHF | 17 031 CHF | 100,00% | 100,00% |
08/11/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 103 601 | 50 000 | 102 881 | 50 000 | 34 991 CHF | 17 507 CHF | 88,69% | 88,69% |
07/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 102 563 | 50 000 | 102 688 | 48 703 | 35 955 CHF | 17 547 CHF | 99,06% | 99,06% |