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% | 0,47 CHF | 0,49 CHF | 103 139 | 50 000 | 99 217 | 50 000 | 52 771 CHF | 27 676 CHF | 100,00% | 100,00% |
19/11/2024 | 4,34% | 0,49 CHF | 0,51 CHF | 102 238 | 50 000 | 100 146 | 50 000 | 51 823 CHF | 27 023 CHF | 60,07% | 60,07% |
18/11/2024 | 4,76% | 0,44 CHF | 0,46 CHF | 103 760 | 50 000 | 104 115 | 50 000 | 45 174 CHF | 22 753 CHF | 100,00% | 100,00% |
15/11/2024 | 4,77% | 0,44 CHF | 0,46 CHF | 104 044 | 50 000 | 104 188 | 50 000 | 45 640 CHF | 22 974 CHF | 100,00% | 100,00% |
14/11/2024 | 4,64% | 0,44 CHF | 0,46 CHF | 104 274 | 50 000 | 104 444 | 50 000 | 45 506 CHF | 22 822 CHF | 99,27% | 99,27% |
13/11/2024 | 5,42% | 0,41 CHF | 0,43 CHF | 104 488 | 50 000 | 104 843 | 49 435 | 40 738 CHF | 20 270 CHF | 99,40% | 99,40% |
12/11/2024 | 4,67% | 0,44 CHF | 0,46 CHF | 103 600 | 50 000 | 103 422 | 50 000 | 45 596 CHF | 23 098 CHF | 100,00% | 100,00% |
11/11/2024 | 5,17% | 0,41 CHF | 0,43 CHF | 104 087 | 50 000 | 104 142 | 50 000 | 41 694 CHF | 21 080 CHF | 100,00% | 100,00% |
08/11/2024 | 6,34% | 0,37 CHF | 0,40 CHF | 104 165 | 50 000 | 105 492 | 50 000 | 33 230 CHF | 16 782 CHF | 100,00% | 100,00% |
07/11/2024 | 6,99% | 0,28 CHF | 0,30 CHF | 106 312 | 50 000 | 106 058 | 48 764 | 32 304 CHF | 15 906 CHF | 98,71% | 98,71% |