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 | 5,20% | 0,19 CHF | 0,20 CHF | 109 154 | 50 000 | 109 471 | 50 000 | 20 540 CHF | 9 882 CHF | 100,00% | 100,00% |
19/11/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 111 300 | 50 000 | 111 812 | 50 000 | 16 865 CHF | 8 043 CHF | 99,94% | 99,94% |
18/11/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 111 136 | 50 000 | 111 154 | 50 000 | 18 626 CHF | 8 880 CHF | 99,64% | 99,64% |
15/11/2024 | 5,60% | 0,16 CHF | 0,17 CHF | 111 627 | 50 000 | 111 030 | 50 000 | 19 305 CHF | 9 195 CHF | 100,00% | 100,00% |
14/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 109 074 | 50 000 | 109 163 | 50 000 | 21 882 CHF | 10 524 CHF | 99,44% | 99,44% |
13/11/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 108 296 | 50 000 | 108 143 | 49 819 | 22 297 CHF | 10 770 CHF | 98,88% | 98,88% |
12/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 107 234 | 50 000 | 106 251 | 50 000 | 24 604 CHF | 12 078 CHF | 100,00% | 100,00% |
11/11/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 104 949 | 50 000 | 104 165 | 50 000 | 27 145 CHF | 13 531 CHF | 100,00% | 100,00% |
08/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 103 601 | 50 000 | 102 881 | 50 000 | 27 789 CHF | 14 007 CHF | 88,69% | 88,69% |
07/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 102 563 | 50 000 | 102 689 | 48 703 | 28 767 CHF | 14 138 CHF | 99,06% | 99,06% |