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 | 4,31% | 0,68 CHF | 0,71 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 402 CHF | 17 097 CHF | 100,00% | 100,00% |
19/11/2024 | 4,38% | 0,63 CHF | 0,65 CHF | 80 000 | 25 000 | 87 987 | 25 000 | 54 603 CHF | 16 218 CHF | 100,00% | 100,00% |
18/11/2024 | 4,51% | 0,63 CHF | 0,66 CHF | 80 000 | 25 000 | 84 300 | 25 000 | 52 715 CHF | 16 363 CHF | 99,63% | 99,63% |
15/11/2024 | 3,95% | 0,63 CHF | 0,66 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 50 829 CHF | 16 524 CHF | 100,00% | 100,00% |
14/11/2024 | 4,38% | 0,65 CHF | 0,67 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 50 947 CHF | 16 634 CHF | 99,44% | 99,44% |
13/11/2024 | 4,55% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 81 613 | 24 964 | 51 695 CHF | 16 559 CHF | 98,88% | 98,88% |
12/11/2024 | 4,63% | 0,62 CHF | 0,65 CHF | 90 000 | 25 000 | 81 616 | 25 000 | 51 693 CHF | 16 592 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,67 CHF | 0,70 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 475 CHF | 17 360 CHF | 100,00% | 100,00% |
08/11/2024 | 4,11% | 0,66 CHF | 0,68 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 52 730 CHF | 17 169 CHF | 100,00% | 100,00% |
07/11/2024 | 3,94% | 0,67 CHF | 0,70 CHF | 80 000 | 25 000 | 77 451 | 24 376 | 52 772 CHF | 17 246 CHF | 99,06% | 99,06% |