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 | 3,66% | 0,27 CHF | 0,28 CHF | 109 154 | 50 000 | 109 476 | 50 000 | 29 360 CHF | 13 910 CHF | 100,00% | 100,00% |
19/11/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 111 300 | 50 000 | 111 812 | 50 000 | 25 810 CHF | 12 043 CHF | 99,94% | 99,94% |
18/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 111 136 | 50 000 | 111 154 | 50 000 | 27 519 CHF | 12 880 CHF | 99,64% | 99,64% |
15/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 111 627 | 50 000 | 111 030 | 50 000 | 28 187 CHF | 13 195 CHF | 100,00% | 100,00% |
14/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 109 074 | 50 000 | 109 163 | 50 000 | 30 615 CHF | 14 524 CHF | 99,44% | 99,44% |
13/11/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 108 296 | 50 000 | 108 143 | 49 819 | 30 948 CHF | 14 755 CHF | 98,88% | 98,88% |
12/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 107 234 | 50 000 | 106 251 | 50 000 | 33 104 CHF | 16 078 CHF | 100,00% | 100,00% |
11/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 104 949 | 50 000 | 104 165 | 50 000 | 35 478 CHF | 17 531 CHF | 100,00% | 100,00% |
08/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 103 601 | 50 000 | 102 881 | 50 000 | 36 020 CHF | 18 007 CHF | 88,69% | 88,69% |
07/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 102 563 | 50 000 | 102 689 | 48 703 | 36 982 CHF | 18 034 CHF | 99,06% | 99,06% |