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 | 3,59% | 0,27 CHF | 0,28 CHF | 109 456 | 50 000 | 109 466 | 50 000 | 29 976 CHF | 14 192 CHF | 100,00% | 100,00% |
19/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 111 248 | 50 000 | 111 783 | 50 000 | 26 378 CHF | 12 300 CHF | 99,94% | 99,94% |
18/11/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 28 078 CHF | 13 132 CHF | 99,64% | 99,64% |
15/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 28 520 CHF | 13 336 CHF | 100,00% | 100,00% |
14/11/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 109 011 | 50 000 | 109 087 | 50 000 | 31 227 CHF | 14 814 CHF | 99,44% | 99,44% |
13/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 108 146 | 50 000 | 108 128 | 49 819 | 31 458 CHF | 14 998 CHF | 98,88% | 98,88% |
12/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 107 168 | 50 000 | 106 351 | 50 000 | 33 827 CHF | 16 404 CHF | 97,96% | 97,96% |
11/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 105 011 | 50 000 | 104 135 | 50 000 | 36 199 CHF | 17 882 CHF | 100,00% | 100,00% |
08/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 103 507 | 50 000 | 102 731 | 50 000 | 36 714 CHF | 18 370 CHF | 88,69% | 88,69% |
07/11/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 102 276 | 50 000 | 102 608 | 48 703 | 37 478 CHF | 18 295 CHF | 99,06% | 99,06% |