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 | 4,87% | 0,18 CHF | 0,19 CHF | 108 665 | 20 000 | 108 692 | 20 000 | 21 909 CHF | 4 231 CHF | 100,00% | 100,00% |
20/11/2024 | 4,23% | 0,21 CHF | 0,22 CHF | 108 410 | 20 000 | 108 808 | 20 000 | 25 227 CHF | 4 837 CHF | 100,00% | 100,00% |
19/11/2024 | 3,31% | 0,26 CHF | 0,27 CHF | 109 258 | 20 000 | 110 338 | 20 000 | 32 999 CHF | 6 180 CHF | 100,00% | 100,00% |
18/11/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 109 404 | 20 000 | 109 306 | 20 000 | 26 833 CHF | 5 109 CHF | 94,79% | 94,79% |
15/11/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 108 598 | 20 000 | 108 636 | 20 000 | 23 231 CHF | 4 476 CHF | 100,00% | 100,00% |
14/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 109 017 | 20 000 | 109 308 | 20 000 | 25 684 CHF | 4 898 CHF | 99,44% | 99,44% |
13/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 111 399 | 20 000 | 111 303 | 19 927 | 37 230 CHF | 6 866 CHF | 98,88% | 98,88% |
12/11/2024 | 3,37% | 0,31 CHF | 0,32 CHF | 110 584 | 20 000 | 110 004 | 20 000 | 32 178 CHF | 6 050 CHF | 100,00% | 100,00% |
11/11/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 109 339 | 25 000 | 109 408 | 25 000 | 30 870 CHF | 7 303 CHF | 100,00% | 100,00% |
08/11/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 109 600 | 25 000 | 109 929 | 25 000 | 36 641 CHF | 8 583 CHF | 100,00% | 100,00% |