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 | 5,66% | 0,32 CHF | 0,34 CHF | 103 145 | 50 000 | 101 535 | 50 000 | 38 477 CHF | 20 053 CHF | 100,00% | 100,00% |
19/11/2024 | 5,60% | 0,33 CHF | 0,35 CHF | 102 238 | 50 000 | 101 649 | 50 000 | 36 808 CHF | 19 148 CHF | 100,00% | 100,00% |
18/11/2024 | 7,53% | 0,28 CHF | 0,30 CHF | 103 908 | 50 000 | 104 099 | 50 000 | 29 178 CHF | 15 112 CHF | 100,00% | 100,00% |
15/11/2024 | 7,31% | 0,29 CHF | 0,31 CHF | 104 000 | 50 000 | 104 218 | 50 000 | 29 683 CHF | 15 322 CHF | 100,00% | 100,00% |
14/11/2024 | 7,43% | 0,29 CHF | 0,31 CHF | 104 135 | 50 000 | 104 434 | 50 000 | 29 328 CHF | 15 126 CHF | 99,27% | 99,27% |
13/11/2024 | 8,99% | 0,26 CHF | 0,28 CHF | 104 389 | 50 000 | 104 829 | 49 435 | 24 684 CHF | 12 726 CHF | 99,40% | 99,40% |
12/11/2024 | 6,99% | 0,29 CHF | 0,31 CHF | 103 521 | 50 000 | 103 415 | 50 000 | 29 824 CHF | 15 464 CHF | 100,00% | 100,00% |
11/11/2024 | 8,31% | 0,25 CHF | 0,28 CHF | 104 001 | 50 000 | 104 131 | 50 000 | 25 612 CHF | 13 365 CHF | 100,00% | 100,00% |
08/11/2024 | 12,51% | 0,22 CHF | 0,24 CHF | 104 222 | 50 000 | 105 469 | 50 000 | 16 875 CHF | 9 039 CHF | 100,00% | 100,00% |
07/11/2024 | 13,57% | 0,13 CHF | 0,15 CHF | 106 386 | 50 000 | 106 029 | 48 722 | 15 950 CHF | 8 370 CHF | 98,89% | 98,89% |