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 | 2,44% | 0,44 CHF | 0,45 CHF | 87 884 | 50 000 | 87 927 | 50 000 | 38 125 CHF | 22 216 CHF | 100,00% | 100,00% |
19/11/2024 | 3,18% | 0,40 CHF | 0,41 CHF | 88 127 | 50 000 | 88 646 | 50 000 | 33 547 CHF | 19 534 CHF | 99,40% | 99,40% |
18/11/2024 | 2,79% | 0,40 CHF | 0,41 CHF | 88 594 | 50 000 | 88 719 | 50 000 | 35 339 CHF | 20 481 CHF | 100,00% | 100,00% |
15/11/2024 | 3,21% | 0,35 CHF | 0,37 CHF | 89 666 | 50 000 | 88 470 | 50 000 | 37 274 CHF | 21 768 CHF | 100,00% | 100,00% |
14/11/2024 | 2,83% | 0,47 CHF | 0,48 CHF | 87 683 | 50 000 | 87 844 | 50 000 | 40 745 CHF | 23 858 CHF | 99,52% | 99,52% |
13/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 87 226 | 50 000 | 86 598 | 49 383 | 43 593 CHF | 25 407 CHF | 99,32% | 99,32% |
12/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 86 123 | 50 000 | 85 330 | 50 000 | 48 810 CHF | 29 157 CHF | 100,00% | 100,00% |
11/11/2024 | 2,13% | 0,55 CHF | 0,57 CHF | 85 458 | 50 000 | 85 443 | 50 000 | 47 175 CHF | 28 202 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 0,55 CHF | 0,57 CHF | 84 917 | 50 000 | 84 967 | 50 000 | 45 896 CHF | 27 713 CHF | 100,00% | 100,00% |
07/11/2024 | 2,84% | 0,50 CHF | 0,52 CHF | 85 613 | 50 000 | 86 174 | 48 444 | 41 780 CHF | 24 121 CHF | 99,13% | 99,13% |