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 | 3,57% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 98 823 | 75 000 | 53 940 CHF | 42 438 CHF | 100,00% | 100,00% |
19/11/2024 | 3,66% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 99 606 | 75 000 | 53 063 CHF | 41 452 CHF | 100,00% | 100,00% |
18/11/2024 | 4,40% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 99 990 | 63 928 | 54 198 CHF | 36 126 CHF | 99,60% | 99,60% |
15/11/2024 | 3,48% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 90 532 | 75 000 | 51 604 CHF | 44 278 CHF | 100,00% | 100,00% |
14/11/2024 | 3,35% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 922 CHF | 45 602 CHF | 99,44% | 99,44% |
13/11/2024 | 3,49% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 90 057 | 74 373 | 51 306 CHF | 43 872 CHF | 98,88% | 98,88% |
12/11/2024 | 3,25% | 0,60 CHF | 0,62 CHF | 90 000 | 75 000 | 89 913 | 75 000 | 55 034 CHF | 47 425 CHF | 100,00% | 100,00% |
11/11/2024 | 3,08% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 739 CHF | 50 020 CHF | 100,00% | 100,00% |
08/11/2024 | 3,13% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 80 291 | 75 000 | 51 221 CHF | 49 374 CHF | 100,00% | 100,00% |
07/11/2024 | 3,22% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 80 401 | 72 402 | 52 552 CHF | 48 836 CHF | 99,06% | 99,06% |