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 | 2,62% | 0,45 CHF | 0,46 CHF | 108 596 | 20 000 | 108 663 | 20 000 | 46 851 CHF | 8 852 CHF | 100,00% | 100,00% |
20/11/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 108 480 | 20 000 | 108 795 | 20 000 | 43 768 CHF | 8 246 CHF | 100,00% | 100,00% |
19/11/2024 | 2,95% | 0,37 CHF | 0,38 CHF | 109 387 | 20 000 | 110 308 | 20 000 | 36 971 CHF | 6 905 CHF | 100,00% | 100,00% |
18/11/2024 | 3,03% | 0,38 CHF | 0,40 CHF | 109 337 | 20 000 | 109 335 | 20 000 | 42 782 CHF | 8 067 CHF | 94,79% | 94,79% |
15/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 108 598 | 20 000 | 108 612 | 20 000 | 46 097 CHF | 8 689 CHF | 100,00% | 100,00% |
14/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 109 017 | 20 000 | 109 300 | 20 000 | 44 136 CHF | 8 277 CHF | 99,44% | 99,44% |
13/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 111 343 | 20 000 | 111 316 | 19 927 | 33 700 CHF | 6 235 CHF | 98,88% | 98,88% |
12/11/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 110 584 | 20 000 | 110 004 | 20 000 | 38 225 CHF | 7 150 CHF | 100,00% | 100,00% |
11/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 109 339 | 25 000 | 109 408 | 25 000 | 39 152 CHF | 9 197 CHF | 100,00% | 100,00% |
08/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 109 600 | 25 000 | 109 927 | 25 000 | 33 819 CHF | 7 942 CHF | 100,00% | 100,00% |