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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 4,18% | 0,44 CHF | 0,46 CHF | 103 139 | 50 000 | 100 930 | 50 000 | 50 331 CHF | 26 010 CHF | 74,67% | 74,67% |
19/11/2024 | 4,53% | 0,46 CHF | 0,48 CHF | 102 238 | 50 000 | 101 899 | 50 000 | 48 870 CHF | 25 093 CHF | 18,33% | 18,33% |
18/11/2024 | 5,16% | 0,41 CHF | 0,43 CHF | 103 779 | 50 000 | 104 124 | 50 000 | 42 064 CHF | 21 269 CHF | 100,00% | 100,00% |
15/11/2024 | 5,09% | 0,41 CHF | 0,43 CHF | 104 050 | 50 000 | 104 189 | 50 000 | 42 567 CHF | 21 494 CHF | 100,00% | 100,00% |
14/11/2024 | 5,01% | 0,41 CHF | 0,43 CHF | 104 274 | 50 000 | 104 445 | 50 000 | 42 373 CHF | 21 329 CHF | 99,27% | 99,27% |
13/11/2024 | 5,88% | 0,38 CHF | 0,40 CHF | 104 488 | 50 000 | 104 848 | 49 435 | 37 617 CHF | 18 803 CHF | 99,40% | 99,40% |
12/11/2024 | 5,00% | 0,41 CHF | 0,43 CHF | 103 600 | 50 000 | 103 411 | 50 000 | 42 516 CHF | 21 612 CHF | 100,00% | 100,00% |
11/11/2024 | 5,47% | 0,38 CHF | 0,40 CHF | 104 080 | 50 000 | 104 131 | 50 000 | 38 512 CHF | 19 533 CHF | 100,00% | 100,00% |
08/11/2024 | 6,95% | 0,34 CHF | 0,36 CHF | 104 140 | 50 000 | 105 468 | 50 000 | 29 956 CHF | 15 223 CHF | 100,00% | 100,00% |
07/11/2024 | 7,92% | 0,25 CHF | 0,27 CHF | 106 312 | 50 000 | 106 055 | 48 722 | 29 015 CHF | 14 404 CHF | 98,89% | 98,89% |