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 | 5,17% | 0,56 CHF | 0,59 CHF | 93 939 | 25 000 | 94 445 | 25 000 | 50 895 CHF | 14 189 CHF | 73,94% | 73,94% |
19/11/2024 | 5,30% | 0,52 CHF | 0,54 CHF | 94 869 | 25 000 | 95 176 | 25 000 | 48 625 CHF | 13 468 CHF | 100,00% | 100,00% |
18/11/2024 | 5,65% | 0,52 CHF | 0,55 CHF | 95 311 | 25 000 | 95 435 | 25 000 | 49 209 CHF | 13 641 CHF | 99,63% | 99,63% |
15/11/2024 | 4,91% | 0,53 CHF | 0,55 CHF | 95 313 | 25 000 | 95 293 | 25 000 | 50 384 CHF | 13 884 CHF | 100,00% | 100,00% |
14/11/2024 | 4,36% | 0,54 CHF | 0,57 CHF | 94 824 | 25 000 | 95 274 | 25 000 | 50 789 CHF | 13 921 CHF | 99,44% | 99,44% |
13/11/2024 | 4,98% | 0,53 CHF | 0,56 CHF | 94 756 | 25 000 | 94 555 | 24 960 | 49 722 CHF | 13 799 CHF | 90,82% | 90,82% |
12/11/2024 | 4,86% | 0,51 CHF | 0,54 CHF | 95 233 | 25 000 | 94 645 | 25 000 | 49 910 CHF | 13 842 CHF | 100,00% | 100,00% |
11/11/2024 | 4,92% | 0,56 CHF | 0,58 CHF | 93 427 | 25 000 | 91 211 | 25 000 | 50 864 CHF | 14 647 CHF | 31,33% | 31,33% |
08/11/2024 | 5,36% | 0,55 CHF | 0,58 CHF | 92 566 | 25 000 | 92 893 | 25 000 | 50 586 CHF | 14 365 CHF | 39,18% | 39,18% |
07/11/2024 | 5,32% | 0,56 CHF | 0,59 CHF | 90 000 | 25 000 | 87 086 | 24 376 | 49 816 CHF | 14 678 CHF | 99,06% | 99,06% |