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 | 2,78% | 0,36 CHF | 0,37 CHF | 109 727 | 50 000 | 109 357 | 50 000 | 38 828 CHF | 18 253 CHF | 100,00% | 100,00% |
19/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 111 248 | 50 000 | 111 827 | 50 000 | 43 965 CHF | 20 156 CHF | 99,94% | 99,94% |
18/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 111 523 | 50 000 | 111 147 | 50 000 | 41 945 CHF | 19 368 CHF | 99,64% | 99,64% |
15/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 111 101 | 50 000 | 110 947 | 50 000 | 41 553 CHF | 19 225 CHF | 100,00% | 100,00% |
14/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 109 041 | 50 000 | 109 137 | 50 000 | 37 660 CHF | 17 754 CHF | 99,44% | 99,44% |
13/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 107 814 | 50 000 | 107 997 | 49 819 | 36 876 CHF | 17 509 CHF | 98,88% | 98,88% |
12/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 107 234 | 50 000 | 106 368 | 50 000 | 33 818 CHF | 16 396 CHF | 100,00% | 100,00% |
11/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 104 949 | 50 000 | 104 176 | 50 000 | 29 887 CHF | 14 844 CHF | 100,00% | 100,00% |
08/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 28 877 CHF | 14 540 CHF | 88,69% | 88,69% |
07/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 102 623 | 50 000 | 102 651 | 48 703 | 27 800 CHF | 13 679 CHF | 99,06% | 99,06% |