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 | 3,75% | 0,50 CHF | 0,53 CHF | 102 752 | 50 000 | 95 444 | 50 000 | 52 153 CHF | 28 408 CHF | 94,41% | 94,41% |
19/11/2024 | 3,88% | 0,50 CHF | 0,52 CHF | 102 368 | 50 000 | 100 069 | 50 000 | 53 087 CHF | 27 575 CHF | 62,37% | 62,37% |
18/11/2024 | 4,80% | 0,45 CHF | 0,47 CHF | 103 925 | 50 000 | 104 108 | 50 000 | 46 377 CHF | 23 369 CHF | 100,00% | 100,00% |
15/11/2024 | 4,59% | 0,45 CHF | 0,47 CHF | 104 139 | 50 000 | 104 239 | 50 000 | 46 903 CHF | 23 556 CHF | 100,00% | 100,00% |
14/11/2024 | 4,55% | 0,45 CHF | 0,47 CHF | 104 057 | 50 000 | 104 468 | 50 000 | 46 668 CHF | 23 376 CHF | 99,27% | 99,27% |
13/11/2024 | 5,14% | 0,42 CHF | 0,44 CHF | 104 532 | 50 000 | 104 852 | 49 435 | 41 985 CHF | 20 831 CHF | 99,40% | 99,40% |
12/11/2024 | 4,52% | 0,45 CHF | 0,47 CHF | 103 600 | 50 000 | 103 436 | 50 000 | 46 824 CHF | 23 681 CHF | 100,00% | 100,00% |
11/11/2024 | 4,85% | 0,42 CHF | 0,44 CHF | 103 996 | 50 000 | 104 126 | 50 000 | 42 879 CHF | 21 615 CHF | 100,00% | 100,00% |
08/11/2024 | 6,17% | 0,38 CHF | 0,41 CHF | 104 165 | 50 000 | 105 495 | 50 000 | 34 304 CHF | 17 295 CHF | 100,00% | 100,00% |
07/11/2024 | 6,66% | 0,29 CHF | 0,31 CHF | 106 363 | 50 000 | 106 078 | 48 722 | 33 527 CHF | 16 438 CHF | 98,89% | 98,89% |