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 | 3,23% | 0,30 CHF | 0,31 CHF | 109 727 | 50 000 | 109 341 | 50 000 | 33 277 CHF | 15 718 CHF | 100,00% | 100,00% |
19/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 111 248 | 50 000 | 111 827 | 50 000 | 29 841 CHF | 13 844 CHF | 99,94% | 99,94% |
18/11/2024 | 3,47% | 0,28 CHF | 0,29 CHF | 110 927 | 50 000 | 111 054 | 50 000 | 31 415 CHF | 14 645 CHF | 99,64% | 99,64% |
15/11/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 111 367 | 50 000 | 111 110 | 50 000 | 31 998 CHF | 14 901 CHF | 93,97% | 93,97% |
14/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 109 249 | 50 000 | 109 082 | 50 000 | 34 616 CHF | 16 368 CHF | 99,44% | 99,44% |
13/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 108 110 | 50 000 | 108 111 | 49 819 | 34 840 CHF | 16 556 CHF | 98,88% | 98,88% |
12/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 106 674 | 50 000 | 106 309 | 50 000 | 37 089 CHF | 17 944 CHF | 97,96% | 97,96% |
11/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 39 364 CHF | 19 392 CHF | 77,73% | 77,73% |
08/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 103 752 | 50 000 | 102 928 | 50 000 | 39 888 CHF | 19 878 CHF | 88,69% | 88,69% |
07/11/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 102 313 | 50 000 | 102 545 | 48 703 | 40 735 CHF | 19 856 CHF | 99,06% | 99,06% |