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 | 1,88% | 0,57 CHF | 0,58 CHF | 87 884 | 50 000 | 87 927 | 50 000 | 49 555 CHF | 28 716 CHF | 100,00% | 100,00% |
19/11/2024 | 2,38% | 0,53 CHF | 0,54 CHF | 88 127 | 50 000 | 88 646 | 50 000 | 45 071 CHF | 26 034 CHF | 99,40% | 99,40% |
18/11/2024 | 2,39% | 0,53 CHF | 0,55 CHF | 88 497 | 50 000 | 88 718 | 50 000 | 46 885 CHF | 27 065 CHF | 100,00% | 100,00% |
15/11/2024 | 2,46% | 0,48 CHF | 0,50 CHF | 89 666 | 50 000 | 88 470 | 50 000 | 48 776 CHF | 28 268 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 0,60 CHF | 0,61 CHF | 87 683 | 50 000 | 87 880 | 50 000 | 52 079 CHF | 30 304 CHF | 89,76% | 89,76% |
13/11/2024 | 2,28% | 0,60 CHF | 0,61 CHF | 87 239 | 50 000 | 81 862 | 49 043 | 51 341 CHF | 31 477 CHF | 64,02% | 64,02% |
12/11/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 78 476 | 50 000 | 55 067 CHF | 35 657 CHF | 100,00% | 100,00% |
11/11/2024 | 1,73% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 571 CHF | 34 702 CHF | 100,00% | 100,00% |
08/11/2024 | 2,33% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 481 CHF | 34 213 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 85 353 | 46 975 | 51 601 CHF | 29 031 CHF | 50,98% | 50,98% |