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 | 2,43% | 0,41 CHF | 0,42 CHF | 109 456 | 50 000 | 109 466 | 50 000 | 44 461 CHF | 20 808 CHF | 100,00% | 100,00% |
19/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 111 120 | 50 000 | 111 542 | 50 000 | 49 393 CHF | 22 641 CHF | 70,65% | 70,65% |
18/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 111 516 | 50 000 | 111 052 | 50 000 | 47 506 CHF | 21 888 CHF | 99,64% | 99,64% |
15/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 111 031 | 50 000 | 110 995 | 50 000 | 47 183 CHF | 21 754 CHF | 100,00% | 100,00% |
14/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 109 041 | 50 000 | 109 113 | 50 000 | 43 259 CHF | 20 323 CHF | 99,44% | 99,44% |
13/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 107 712 | 50 000 | 108 014 | 49 819 | 42 380 CHF | 20 045 CHF | 98,88% | 98,88% |
12/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 107 234 | 50 000 | 106 251 | 50 000 | 39 147 CHF | 18 922 CHF | 100,00% | 100,00% |
11/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 104 949 | 50 000 | 104 165 | 50 000 | 35 354 CHF | 17 469 CHF | 100,00% | 100,00% |
08/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 103 396 | 50 000 | 102 831 | 50 000 | 34 019 CHF | 17 040 CHF | 88,69% | 88,69% |
07/11/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 102 492 | 50 000 | 102 634 | 48 703 | 32 947 CHF | 16 129 CHF | 99,06% | 99,06% |