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 | 3,46% | 0,26 CHF | 0,27 CHF | 108 511 | 20 000 | 108 643 | 20 000 | 30 968 CHF | 5 901 CHF | 100,00% | 100,00% |
20/11/2024 | 3,12% | 0,29 CHF | 0,30 CHF | 108 304 | 20 000 | 108 792 | 20 000 | 34 309 CHF | 6 507 CHF | 100,00% | 100,00% |
19/11/2024 | 2,58% | 0,35 CHF | 0,36 CHF | 109 446 | 20 000 | 110 322 | 20 000 | 42 302 CHF | 7 867 CHF | 100,00% | 100,00% |
18/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 109 579 | 20 000 | 109 337 | 20 000 | 35 940 CHF | 6 773 CHF | 94,79% | 94,79% |
15/11/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 108 508 | 20 000 | 108 610 | 20 000 | 32 280 CHF | 6 144 CHF | 100,00% | 100,00% |
14/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 109 041 | 20 000 | 109 311 | 20 000 | 34 734 CHF | 6 554 CHF | 99,44% | 99,44% |
13/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 111 274 | 20 000 | 111 282 | 19 927 | 46 568 CHF | 8 540 CHF | 98,88% | 98,88% |
12/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 110 606 | 20 000 | 109 988 | 20 000 | 41 422 CHF | 7 731 CHF | 100,00% | 100,00% |
11/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 109 410 | 25 000 | 109 402 | 25 000 | 39 932 CHF | 9 375 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 109 798 | 25 000 | 109 952 | 25 000 | 45 820 CHF | 10 668 CHF | 100,00% | 100,00% |