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 | 3,25% | 0,35 CHF | 0,36 CHF | 87 827 | 50 000 | 87 941 | 50 000 | 29 783 CHF | 17 494 CHF | 100,00% | 100,00% |
19/11/2024 | 4,30% | 0,31 CHF | 0,32 CHF | 88 145 | 50 000 | 88 651 | 50 000 | 25 088 CHF | 14 773 CHF | 99,40% | 99,40% |
18/11/2024 | 3,79% | 0,31 CHF | 0,32 CHF | 88 552 | 50 000 | 88 722 | 50 000 | 26 840 CHF | 15 709 CHF | 100,00% | 100,00% |
15/11/2024 | 4,31% | 0,26 CHF | 0,27 CHF | 89 588 | 50 000 | 88 465 | 50 000 | 28 841 CHF | 17 033 CHF | 100,00% | 100,00% |
14/11/2024 | 4,19% | 0,37 CHF | 0,38 CHF | 87 683 | 50 000 | 87 835 | 50 000 | 32 277 CHF | 19 159 CHF | 99,52% | 99,52% |
13/11/2024 | 3,61% | 0,37 CHF | 0,39 CHF | 87 226 | 50 000 | 86 606 | 49 383 | 35 032 CHF | 20 698 CHF | 99,32% | 99,32% |
12/11/2024 | 2,48% | 0,43 CHF | 0,44 CHF | 86 217 | 50 000 | 85 324 | 50 000 | 40 725 CHF | 24 465 CHF | 100,00% | 100,00% |
11/11/2024 | 2,51% | 0,46 CHF | 0,47 CHF | 85 488 | 50 000 | 85 438 | 50 000 | 39 025 CHF | 23 419 CHF | 100,00% | 100,00% |
08/11/2024 | 2,76% | 0,46 CHF | 0,47 CHF | 84 895 | 50 000 | 84 972 | 50 000 | 37 901 CHF | 22 926 CHF | 100,00% | 100,00% |
07/11/2024 | 3,61% | 0,41 CHF | 0,42 CHF | 85 613 | 50 000 | 86 176 | 48 444 | 33 561 CHF | 19 520 CHF | 99,13% | 99,13% |