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 | 5,30% | 0,18 CHF | 0,19 CHF | 109 456 | 50 000 | 109 466 | 50 000 | 20 124 CHF | 9 692 CHF | 100,00% | 100,00% |
19/11/2024 | 6,59% | 0,15 CHF | 0,16 CHF | 111 120 | 50 000 | 111 694 | 50 000 | 16 436 CHF | 7 859 CHF | 70,65% | 70,65% |
18/11/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 18 075 CHF | 8 632 CHF | 99,64% | 99,64% |
15/11/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 111 265 | 50 000 | 111 105 | 50 000 | 18 521 CHF | 8 836 CHF | 100,00% | 100,00% |
14/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 109 011 | 50 000 | 109 087 | 50 000 | 21 409 CHF | 10 314 CHF | 99,44% | 99,44% |
13/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 108 146 | 50 000 | 108 128 | 49 819 | 21 726 CHF | 10 514 CHF | 98,88% | 98,88% |
12/11/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 107 168 | 50 000 | 106 351 | 50 000 | 24 256 CHF | 11 904 CHF | 97,96% | 97,96% |
11/11/2024 | 3,81% | 0,25 CHF | 0,26 CHF | 105 011 | 50 000 | 104 135 | 50 000 | 26 827 CHF | 13 382 CHF | 100,00% | 100,00% |
08/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 103 507 | 50 000 | 102 731 | 50 000 | 27 468 CHF | 13 870 CHF | 88,69% | 88,69% |
07/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 102 276 | 50 000 | 102 608 | 48 703 | 28 244 CHF | 13 912 CHF | 99,06% | 99,06% |