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 | 4,53% | 0,21 CHF | 0,22 CHF | 109 727 | 50 000 | 109 391 | 50 000 | 23 632 CHF | 11 302 CHF | 100,00% | 100,00% |
19/11/2024 | 5,43% | 0,18 CHF | 0,19 CHF | 111 441 | 50 000 | 111 887 | 50 000 | 20 073 CHF | 9 472 CHF | 99,94% | 99,94% |
18/11/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 111 116 | 50 000 | 111 069 | 50 000 | 21 557 CHF | 10 205 CHF | 99,64% | 99,64% |
15/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 111 532 | 50 000 | 111 105 | 50 000 | 22 381 CHF | 10 573 CHF | 100,00% | 100,00% |
14/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 109 359 | 50 000 | 109 293 | 50 000 | 24 943 CHF | 11 912 CHF | 99,44% | 99,44% |
13/11/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 108 296 | 50 000 | 108 160 | 49 819 | 25 325 CHF | 12 163 CHF | 98,88% | 98,88% |
12/11/2024 | 3,78% | 0,25 CHF | 0,26 CHF | 106 844 | 50 000 | 106 299 | 50 000 | 27 624 CHF | 13 494 CHF | 100,00% | 100,00% |
11/11/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 104 613 | 50 000 | 104 113 | 50 000 | 30 171 CHF | 14 991 CHF | 100,00% | 100,00% |
08/11/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 30 764 CHF | 15 460 CHF | 88,69% | 88,69% |
07/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 102 492 | 50 000 | 102 637 | 48 703 | 31 706 CHF | 15 535 CHF | 99,06% | 99,06% |