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 | 1,71% | 0,53 CHF | 0,54 CHF | 80 244 | 20 000 | 79 471 | 20 000 | 46 320 CHF | 11 860 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 79 566 | 20 000 | 80 030 | 20 000 | 42 472 CHF | 10 815 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 80 072 | 20 000 | 80 346 | 20 000 | 43 003 CHF | 10 906 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 80 189 | 20 000 | 79 658 | 20 000 | 47 323 CHF | 12 084 CHF | 100,00% | 100,00% |
14/11/2024 | 1,60% | 0,68 CHF | 0,69 CHF | 78 470 | 20 000 | 79 396 | 20 000 | 49 189 CHF | 12 595 CHF | 99,44% | 99,44% |
13/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 80 318 | 20 000 | 80 370 | 19 804 | 41 246 CHF | 10 371 CHF | 98,88% | 98,88% |
12/11/2024 | 1,66% | 0,55 CHF | 0,56 CHF | 79 692 | 20 000 | 79 024 | 20 000 | 47 220 CHF | 12 153 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 70 000 | 20 000 | 70 065 | 20 000 | 52 166 CHF | 15 091 CHF | 74,68% | 74,68% |
08/11/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 77 224 | 20 000 | 73 388 | 20 000 | 52 542 CHF | 14 555 CHF | 39,56% | 39,56% |
07/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 70 000 | 20 000 | 64 688 | 19 351 | 53 845 CHF | 16 343 CHF | 99,06% | 99,06% |