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 | 3,41% | 0,29 CHF | 0,30 CHF | 109 154 | 50 000 | 109 476 | 50 000 | 31 550 CHF | 14 910 CHF | 100,00% | 100,00% |
19/11/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 111 300 | 50 000 | 111 812 | 50 000 | 28 046 CHF | 13 043 CHF | 99,94% | 99,94% |
18/11/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 111 268 | 50 000 | 111 207 | 50 000 | 29 854 CHF | 13 924 CHF | 99,64% | 99,64% |
15/11/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 111 031 | 50 000 | 110 960 | 50 000 | 30 475 CHF | 14 234 CHF | 100,00% | 100,00% |
14/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 109 336 | 50 000 | 109 335 | 50 000 | 32 931 CHF | 15 560 CHF | 99,44% | 99,44% |
13/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 107 712 | 50 000 | 108 041 | 49 819 | 33 198 CHF | 15 806 CHF | 98,88% | 98,88% |
12/11/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 107 234 | 50 000 | 106 368 | 50 000 | 35 321 CHF | 17 104 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 104 949 | 50 000 | 104 176 | 50 000 | 37 828 CHF | 18 657 CHF | 100,00% | 100,00% |
08/11/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 103 483 | 50 000 | 102 885 | 50 000 | 38 112 CHF | 19 023 CHF | 88,69% | 88,69% |
07/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 102 563 | 50 000 | 102 703 | 48 703 | 39 067 CHF | 19 026 CHF | 99,06% | 99,06% |