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 | 2,50% | 0,42 CHF | 0,43 CHF | 108 511 | 20 000 | 108 643 | 20 000 | 42 909 CHF | 8 099 CHF | 100,00% | 100,00% |
20/11/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 108 304 | 20 000 | 108 792 | 20 000 | 39 670 CHF | 7 493 CHF | 100,00% | 100,00% |
19/11/2024 | 3,32% | 0,33 CHF | 0,34 CHF | 109 446 | 20 000 | 110 331 | 20 000 | 32 810 CHF | 6 149 CHF | 100,00% | 100,00% |
18/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 109 404 | 20 000 | 109 306 | 20 000 | 38 751 CHF | 7 291 CHF | 94,79% | 94,79% |
15/11/2024 | 3,18% | 0,39 CHF | 0,40 CHF | 108 598 | 20 000 | 108 622 | 20 000 | 41 946 CHF | 7 973 CHF | 100,00% | 100,00% |
14/11/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 109 017 | 20 000 | 109 308 | 20 000 | 39 901 CHF | 7 502 CHF | 99,44% | 99,44% |
13/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 111 399 | 20 000 | 111 301 | 19 927 | 29 543 CHF | 5 490 CHF | 98,88% | 98,88% |
12/11/2024 | 3,19% | 0,29 CHF | 0,30 CHF | 110 584 | 20 000 | 110 014 | 20 000 | 33 930 CHF | 6 369 CHF | 100,00% | 100,00% |
11/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 109 339 | 25 000 | 109 407 | 25 000 | 34 951 CHF | 8 237 CHF | 100,00% | 100,00% |
08/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 109 696 | 25 000 | 109 940 | 25 000 | 29 643 CHF | 6 991 CHF | 100,00% | 100,00% |