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 | 3,21% | 0,33 CHF | 0,34 CHF | 108 511 | 20 000 | 108 707 | 20 000 | 33 373 CHF | 6 340 CHF | 100,00% | 100,00% |
20/11/2024 | 3,54% | 0,30 CHF | 0,31 CHF | 108 410 | 20 000 | 108 808 | 20 000 | 30 265 CHF | 5 763 CHF | 100,00% | 100,00% |
19/11/2024 | 4,67% | 0,25 CHF | 0,26 CHF | 109 258 | 20 000 | 110 338 | 20 000 | 23 273 CHF | 4 420 CHF | 100,00% | 100,00% |
18/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 109 446 | 20 000 | 109 341 | 20 000 | 29 176 CHF | 5 538 CHF | 94,79% | 94,79% |
15/11/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 108 770 | 20 000 | 108 610 | 20 000 | 32 617 CHF | 6 206 CHF | 100,00% | 100,00% |
14/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 108 992 | 20 000 | 109 281 | 20 000 | 30 608 CHF | 5 803 CHF | 99,44% | 99,44% |
13/11/2024 | 5,54% | 0,19 CHF | 0,20 CHF | 111 216 | 20 000 | 111 275 | 19 927 | 19 826 CHF | 3 753 CHF | 98,88% | 98,88% |
12/11/2024 | 4,43% | 0,20 CHF | 0,21 CHF | 110 606 | 20 000 | 110 036 | 20 000 | 24 372 CHF | 4 630 CHF | 100,00% | 100,00% |
11/11/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 109 385 | 25 000 | 109 423 | 25 000 | 25 566 CHF | 6 091 CHF | 100,00% | 100,00% |
08/11/2024 | 5,32% | 0,20 CHF | 0,21 CHF | 109 798 | 25 000 | 109 952 | 25 000 | 20 152 CHF | 4 832 CHF | 100,00% | 100,00% |