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 | 4,13% | 0,23 CHF | 0,24 CHF | 109 727 | 50 000 | 109 401 | 50 000 | 25 959 CHF | 12 365 CHF | 100,00% | 100,00% |
19/11/2024 | 4,90% | 0,20 CHF | 0,21 CHF | 111 441 | 50 000 | 111 887 | 50 000 | 22 311 CHF | 10 472 CHF | 99,94% | 99,94% |
18/11/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 111 116 | 50 000 | 111 069 | 50 000 | 23 778 CHF | 11 205 CHF | 99,64% | 99,64% |
15/11/2024 | 4,42% | 0,21 CHF | 0,22 CHF | 111 532 | 50 000 | 111 105 | 50 000 | 24 603 CHF | 11 573 CHF | 100,00% | 100,00% |
14/11/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 109 287 | 50 000 | 109 276 | 50 000 | 27 272 CHF | 12 980 CHF | 99,44% | 99,44% |
13/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 108 333 | 50 000 | 108 176 | 49 819 | 27 569 CHF | 13 195 CHF | 98,88% | 98,88% |
12/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 106 844 | 50 000 | 106 299 | 50 000 | 29 750 CHF | 14 494 CHF | 100,00% | 100,00% |
11/11/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 104 675 | 50 000 | 104 127 | 50 000 | 32 311 CHF | 16 016 CHF | 100,00% | 100,00% |
08/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 32 821 CHF | 16 460 CHF | 88,69% | 88,69% |
07/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 102 623 | 50 000 | 102 646 | 48 703 | 33 789 CHF | 16 520 CHF | 99,06% | 99,06% |