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 | 6,28% | 0,15 CHF | 0,16 CHF | 109 727 | 50 000 | 109 341 | 50 000 | 16 876 CHF | 8 217 CHF | 100,00% | 100,00% |
19/11/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 111 248 | 50 000 | 111 783 | 50 000 | 12 964 CHF | 6 300 CHF | 99,94% | 99,94% |
18/11/2024 | 7,26% | 0,13 CHF | 0,14 CHF | 110 927 | 50 000 | 111 054 | 50 000 | 14 757 CHF | 7 145 CHF | 99,64% | 99,64% |
15/11/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 111 367 | 50 000 | 111 110 | 50 000 | 15 332 CHF | 7 401 CHF | 93,97% | 93,97% |
14/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 109 249 | 50 000 | 109 081 | 50 000 | 18 254 CHF | 8 868 CHF | 99,44% | 99,44% |
13/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 108 110 | 50 000 | 108 111 | 49 819 | 18 624 CHF | 9 083 CHF | 98,88% | 98,88% |
12/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 106 674 | 50 000 | 106 309 | 50 000 | 21 142 CHF | 10 444 CHF | 97,96% | 97,96% |
11/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 104 524 | 50 000 | 104 189 | 50 000 | 23 736 CHF | 11 892 CHF | 77,73% | 77,73% |
08/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 103 752 | 50 000 | 102 928 | 50 000 | 24 449 CHF | 12 378 CHF | 88,69% | 88,69% |
07/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 102 313 | 50 000 | 102 546 | 48 703 | 25 376 CHF | 12 550 CHF | 99,06% | 99,06% |