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 | 5,26% | 0,51 CHF | 0,53 CHF | 93 456 | 25 000 | 94 257 | 25 000 | 50 116 CHF | 14 009 CHF | 100,00% | 100,00% |
19/11/2024 | 4,68% | 0,56 CHF | 0,59 CHF | 90 000 | 25 000 | 90 585 | 25 000 | 51 331 CHF | 14 849 CHF | 100,00% | 100,00% |
18/11/2024 | 4,77% | 0,56 CHF | 0,58 CHF | 90 000 | 25 000 | 90 664 | 25 000 | 50 790 CHF | 14 691 CHF | 99,63% | 99,63% |
15/11/2024 | 5,11% | 0,55 CHF | 0,58 CHF | 95 313 | 25 000 | 94 875 | 25 000 | 52 234 CHF | 14 487 CHF | 41,08% | 41,08% |
14/11/2024 | 5,28% | 0,54 CHF | 0,57 CHF | 94 941 | 25 000 | 94 746 | 25 000 | 51 812 CHF | 14 414 CHF | 99,44% | 99,44% |
13/11/2024 | 4,87% | 0,55 CHF | 0,58 CHF | 94 851 | 25 000 | 92 756 | 24 964 | 51 230 CHF | 14 479 CHF | 98,88% | 98,88% |
12/11/2024 | 5,29% | 0,57 CHF | 0,60 CHF | 90 000 | 25 000 | 93 357 | 25 000 | 51 584 CHF | 14 567 CHF | 97,47% | 97,47% |
11/11/2024 | 5,59% | 0,52 CHF | 0,55 CHF | 93 430 | 25 000 | 93 349 | 25 000 | 48 688 CHF | 13 789 CHF | 100,00% | 100,00% |
08/11/2024 | 5,05% | 0,54 CHF | 0,56 CHF | 93 154 | 25 000 | 92 864 | 25 000 | 49 520 CHF | 14 022 CHF | 100,00% | 100,00% |
07/11/2024 | 5,20% | 0,52 CHF | 0,55 CHF | 92 541 | 25 000 | 89 470 | 24 376 | 45 873 CHF | 13 134 CHF | 99,06% | 99,06% |