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 | 2,24% | 0,44 CHF | 0,45 CHF | 109 154 | 50 000 | 109 471 | 50 000 | 48 427 CHF | 22 618 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 626 | 50 000 | 52 574 CHF | 24 482 CHF | 99,94% | 99,94% |
18/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 077 | 50 000 | 51 050 CHF | 23 689 CHF | 99,64% | 99,64% |
15/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 213 | 50 000 | 50 677 CHF | 23 491 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 109 249 | 50 000 | 109 081 | 50 000 | 47 195 CHF | 22 132 CHF | 99,44% | 99,44% |
13/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 108 110 | 50 000 | 108 101 | 49 819 | 46 231 CHF | 21 810 CHF | 98,88% | 98,88% |
12/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 107 234 | 50 000 | 106 397 | 50 000 | 42 985 CHF | 20 700 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 105 074 | 50 000 | 104 146 | 50 000 | 38 895 CHF | 19 173 CHF | 100,00% | 100,00% |
08/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 103 507 | 50 000 | 102 899 | 50 000 | 37 880 CHF | 18 906 CHF | 88,69% | 88,69% |
07/11/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 102 297 | 50 000 | 102 717 | 48 703 | 36 865 CHF | 17 986 CHF | 99,06% | 99,06% |