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 | 4,50% | 0,21 CHF | 0,22 CHF | 109 727 | 50 000 | 109 401 | 50 000 | 23 771 CHF | 11 365 CHF | 100,00% | 100,00% |
19/11/2024 | 5,43% | 0,18 CHF | 0,19 CHF | 111 441 | 50 000 | 111 887 | 50 000 | 20 073 CHF | 9 472 CHF | 99,94% | 99,94% |
18/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 111 206 | 50 000 | 111 132 | 50 000 | 21 804 CHF | 10 311 CHF | 99,64% | 99,64% |
15/11/2024 | 4,82% | 0,19 CHF | 0,20 CHF | 111 532 | 50 000 | 111 043 | 50 000 | 22 523 CHF | 10 643 CHF | 100,00% | 100,00% |
14/11/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 109 287 | 50 000 | 109 276 | 50 000 | 25 087 CHF | 11 980 CHF | 99,44% | 99,44% |
13/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 108 333 | 50 000 | 108 176 | 49 819 | 25 406 CHF | 12 198 CHF | 98,88% | 98,88% |
12/11/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 106 856 | 50 000 | 106 286 | 50 000 | 27 760 CHF | 13 560 CHF | 100,00% | 100,00% |
11/11/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 104 675 | 50 000 | 104 127 | 50 000 | 30 229 CHF | 15 016 CHF | 100,00% | 100,00% |
08/11/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 30 764 CHF | 15 460 CHF | 88,69% | 88,69% |
07/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 102 623 | 50 000 | 102 648 | 48 703 | 31 737 CHF | 15 551 CHF | 99,06% | 99,06% |