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 | 4,18% | 0,26 CHF | 0,27 CHF | 108 511 | 20 000 | 108 643 | 20 000 | 25 526 CHF | 4 899 CHF | 100,00% | 100,00% |
20/11/2024 | 4,78% | 0,23 CHF | 0,24 CHF | 108 304 | 20 000 | 108 792 | 20 000 | 22 263 CHF | 4 293 CHF | 100,00% | 100,00% |
19/11/2024 | 7,07% | 0,18 CHF | 0,19 CHF | 109 192 | 20 000 | 110 336 | 20 000 | 15 351 CHF | 2 984 CHF | 100,00% | 100,00% |
18/11/2024 | 5,05% | 0,19 CHF | 0,20 CHF | 109 404 | 20 000 | 109 306 | 20 000 | 21 262 CHF | 4 091 CHF | 94,79% | 94,79% |
15/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 108 598 | 20 000 | 108 599 | 20 000 | 24 829 CHF | 4 773 CHF | 100,00% | 100,00% |
14/11/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 109 264 | 20 000 | 109 327 | 20 000 | 22 664 CHF | 4 347 CHF | 99,44% | 99,44% |
13/11/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 111 371 | 20 000 | 111 295 | 19 927 | 11 847 CHF | 2 323 CHF | 98,88% | 98,88% |
12/11/2024 | 6,53% | 0,13 CHF | 0,14 CHF | 110 584 | 20 000 | 110 023 | 20 000 | 16 380 CHF | 3 178 CHF | 100,00% | 100,00% |
11/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 109 339 | 25 000 | 109 407 | 25 000 | 17 446 CHF | 4 237 CHF | 100,00% | 100,00% |
08/11/2024 | 8,08% | 0,12 CHF | 0,13 CHF | 109 733 | 25 000 | 109 747 | 25 000 | 13 053 CHF | 3 224 CHF | 41,17% | 100,00% |