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 | 2,78% | 0,38 CHF | 0,39 CHF | 108 511 | 20 000 | 108 643 | 20 000 | 38 563 CHF | 7 299 CHF | 100,00% | 100,00% |
20/11/2024 | 3,37% | 0,35 CHF | 0,36 CHF | 108 304 | 20 000 | 108 782 | 20 000 | 35 315 CHF | 6 716 CHF | 100,00% | 100,00% |
19/11/2024 | 3,81% | 0,30 CHF | 0,31 CHF | 109 192 | 20 000 | 110 336 | 20 000 | 28 591 CHF | 5 384 CHF | 100,00% | 100,00% |
18/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 109 404 | 20 000 | 109 306 | 20 000 | 34 379 CHF | 6 491 CHF | 94,79% | 94,79% |
15/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 108 598 | 20 000 | 108 599 | 20 000 | 37 861 CHF | 7 173 CHF | 100,00% | 100,00% |
14/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 109 264 | 20 000 | 109 327 | 20 000 | 35 783 CHF | 6 747 CHF | 99,44% | 99,44% |
13/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 111 371 | 20 000 | 111 295 | 19 927 | 25 202 CHF | 4 715 CHF | 98,88% | 98,88% |
12/11/2024 | 3,66% | 0,25 CHF | 0,26 CHF | 110 584 | 20 000 | 110 023 | 20 000 | 29 582 CHF | 5 578 CHF | 100,00% | 100,00% |
11/11/2024 | 3,52% | 0,29 CHF | 0,30 CHF | 109 339 | 25 000 | 109 407 | 25 000 | 30 574 CHF | 7 237 CHF | 100,00% | 100,00% |
08/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 109 733 | 25 000 | 109 924 | 25 000 | 25 358 CHF | 6 018 CHF | 100,00% | 100,00% |