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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,11% | 0,30 CHF | 0,31 CHF | 108 596 | 20 000 | 108 653 | 20 000 | 34 490 CHF | 6 548 CHF | 100,00% | 100,00% |
20/11/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 108 480 | 20 000 | 108 795 | 20 000 | 37 829 CHF | 7 154 CHF | 100,00% | 100,00% |
19/11/2024 | 2,38% | 0,38 CHF | 0,39 CHF | 109 387 | 20 000 | 110 313 | 20 000 | 45 820 CHF | 8 505 CHF | 100,00% | 100,00% |
18/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 109 579 | 20 000 | 109 337 | 20 000 | 39 220 CHF | 7 373 CHF | 94,79% | 94,79% |
15/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 108 770 | 20 000 | 108 610 | 20 000 | 35 808 CHF | 6 794 CHF | 100,00% | 100,00% |
14/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 108 992 | 20 000 | 109 281 | 20 000 | 38 238 CHF | 7 197 CHF | 99,44% | 99,44% |
13/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 111 218 | 20 000 | 110 653 | 19 927 | 49 914 CHF | 9 191 CHF | 98,88% | 98,88% |
12/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 110 606 | 20 000 | 110 039 | 20 000 | 45 002 CHF | 8 379 CHF | 100,00% | 100,00% |
11/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 109 385 | 25 000 | 109 423 | 25 000 | 43 370 CHF | 10 159 CHF | 100,00% | 100,00% |
08/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 109 696 | 25 000 | 109 883 | 25 000 | 49 464 CHF | 11 504 CHF | 93,95% | 93,95% |