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 | 3,92% | 0,23 CHF | 0,24 CHF | 117 308 | 50 000 | 116 688 | 50 000 | 29 314 CHF | 13 063 CHF | 100,00% | 100,00% |
19/11/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 116 511 | 50 000 | 116 443 | 50 000 | 29 167 CHF | 13 027 CHF | 99,40% | 99,40% |
18/11/2024 | 4,13% | 0,27 CHF | 0,28 CHF | 116 346 | 50 000 | 117 421 | 50 000 | 27 931 CHF | 12 396 CHF | 100,00% | 100,00% |
15/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 118 650 | 50 000 | 118 571 | 50 000 | 24 821 CHF | 10 967 CHF | 100,00% | 100,00% |
14/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 118 215 | 50 000 | 118 252 | 50 000 | 26 420 CHF | 11 672 CHF | 99,52% | 99,52% |
13/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 118 048 | 50 000 | 117 450 | 49 704 | 26 077 CHF | 11 542 CHF | 99,32% | 99,32% |
12/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 115 850 | 50 000 | 115 395 | 50 000 | 32 780 CHF | 14 704 CHF | 100,00% | 100,00% |
11/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 114 845 | 50 000 | 114 549 | 50 000 | 34 759 CHF | 15 673 CHF | 100,00% | 100,00% |
08/11/2024 | 3,82% | 0,29 CHF | 0,30 CHF | 114 158 | 50 000 | 115 017 | 50 000 | 29 644 CHF | 13 390 CHF | 100,00% | 100,00% |
07/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 115 431 | 50 000 | 115 647 | 48 704 | 28 988 CHF | 12 711 CHF | 99,13% | 99,13% |