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 | 2,61% | 0,36 CHF | 0,37 CHF | 108 580 | 20 000 | 108 655 | 20 000 | 41 164 CHF | 7 777 CHF | 100,00% | 100,00% |
20/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 108 410 | 20 000 | 108 795 | 20 000 | 44 510 CHF | 8 382 CHF | 100,00% | 100,00% |
19/11/2024 | 2,08% | 0,44 CHF | 0,45 CHF | 109 288 | 20 000 | 107 734 | 20 000 | 51 350 CHF | 9 743 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,43 CHF | 0,44 CHF | 109 446 | 20 000 | 109 326 | 20 000 | 46 127 CHF | 8 662 CHF | 94,79% | 94,79% |
15/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 108 598 | 20 000 | 108 599 | 20 000 | 42 502 CHF | 8 027 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 109 264 | 20 000 | 109 319 | 20 000 | 45 115 CHF | 8 453 CHF | 99,44% | 99,44% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 100 165 | 19 927 | 51 377 CHF | 10 423 CHF | 98,88% | 98,88% |
12/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 20 000 | 109 873 | 20 000 | 51 812 CHF | 9 631 CHF | 100,00% | 100,00% |
11/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 109 339 | 25 000 | 109 407 | 25 000 | 50 387 CHF | 11 763 CHF | 100,00% | 100,00% |
08/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 093 | 25 000 | 51 148 CHF | 13 026 CHF | 100,00% | 100,00% |