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 | 4,71% | 0,40 CHF | 0,42 CHF | 103 139 | 50 000 | 101 538 | 50 000 | 46 568 CHF | 24 040 CHF | 100,00% | 100,00% |
19/11/2024 | 4,59% | 0,41 CHF | 0,43 CHF | 102 238 | 50 000 | 101 650 | 50 000 | 44 926 CHF | 23 137 CHF | 100,00% | 100,00% |
18/11/2024 | 5,89% | 0,36 CHF | 0,38 CHF | 103 902 | 50 000 | 104 097 | 50 000 | 37 493 CHF | 19 102 CHF | 100,00% | 100,00% |
15/11/2024 | 5,86% | 0,37 CHF | 0,39 CHF | 104 000 | 50 000 | 104 219 | 50 000 | 37 942 CHF | 19 302 CHF | 100,00% | 100,00% |
14/11/2024 | 5,85% | 0,37 CHF | 0,39 CHF | 104 135 | 50 000 | 104 432 | 50 000 | 37 644 CHF | 19 110 CHF | 99,27% | 99,27% |
13/11/2024 | 6,80% | 0,34 CHF | 0,36 CHF | 104 389 | 50 000 | 104 829 | 49 435 | 33 024 CHF | 16 662 CHF | 99,40% | 99,40% |
12/11/2024 | 5,59% | 0,36 CHF | 0,39 CHF | 103 527 | 50 000 | 103 414 | 50 000 | 38 054 CHF | 19 457 CHF | 100,00% | 100,00% |
11/11/2024 | 6,21% | 0,33 CHF | 0,35 CHF | 104 031 | 50 000 | 104 127 | 50 000 | 33 914 CHF | 17 330 CHF | 100,00% | 100,00% |
08/11/2024 | 8,24% | 0,30 CHF | 0,32 CHF | 104 222 | 50 000 | 105 457 | 50 000 | 25 283 CHF | 13 011 CHF | 100,00% | 100,00% |
07/11/2024 | 9,04% | 0,20 CHF | 0,23 CHF | 106 429 | 50 000 | 106 028 | 48 722 | 24 396 CHF | 12 249 CHF | 98,89% | 98,89% |