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 | 3,94% | 0,25 CHF | 0,26 CHF | 109 320 | 50 000 | 109 516 | 50 000 | 27 261 CHF | 12 947 CHF | 100,00% | 100,00% |
19/11/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 111 415 | 50 000 | 111 654 | 50 000 | 23 930 CHF | 11 217 CHF | 70,65% | 70,65% |
18/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 111 268 | 50 000 | 111 207 | 50 000 | 25 406 CHF | 11 924 CHF | 99,64% | 99,64% |
15/11/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 111 031 | 50 000 | 110 960 | 50 000 | 26 037 CHF | 12 234 CHF | 100,00% | 100,00% |
14/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 109 336 | 50 000 | 109 335 | 50 000 | 28 557 CHF | 13 560 CHF | 99,44% | 99,44% |
13/11/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 107 712 | 50 000 | 108 036 | 49 819 | 28 875 CHF | 13 818 CHF | 98,88% | 98,88% |
12/11/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 107 234 | 50 000 | 106 368 | 50 000 | 31 066 CHF | 15 104 CHF | 100,00% | 100,00% |
11/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 104 949 | 50 000 | 104 176 | 50 000 | 33 661 CHF | 16 657 CHF | 100,00% | 100,00% |
08/11/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 103 483 | 50 000 | 102 885 | 50 000 | 33 996 CHF | 17 023 CHF | 88,69% | 88,69% |
07/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 102 563 | 50 000 | 102 703 | 48 703 | 34 959 CHF | 17 078 CHF | 99,06% | 99,06% |