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 | 7,24% | 0,50 CHF | 0,54 CHF | 100 000 | 25 000 | 106 820 | 25 000 | 51 854 CHF | 13 094 CHF | 99,12% | 99,12% |
19/11/2024 | 4,02% | 0,47 CHF | 0,48 CHF | 110 000 | 25 000 | 87 029 | 23 491 | 47 014 CHF | 13 737 CHF | 93,73% | 93,73% |
18/11/2024 | 3,70% | 0,76 CHF | 0,78 CHF | 70 000 | 25 000 | 70 295 | 23 895 | 51 955 CHF | 18 328 CHF | 99,79% | 99,79% |
15/11/2024 | 3,37% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 761 CHF | 19 490 CHF | 100,00% | 100,00% |
14/11/2024 | 3,15% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 286 CHF | 20 746 CHF | 99,44% | 99,44% |
13/11/2024 | 2,89% | 0,79 CHF | 0,82 CHF | 70 000 | 25 000 | 70 960 | 24 964 | 53 767 CHF | 19 492 CHF | 97,95% | 97,95% |
12/11/2024 | 2,87% | 0,87 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 430 CHF | 23 340 CHF | 100,00% | 100,00% |
11/11/2024 | 2,54% | 0,96 CHF | 0,98 CHF | 60 000 | 25 000 | 52 466 | 25 000 | 52 351 CHF | 25 623 CHF | 96,82% | 96,82% |
08/11/2024 | 2,79% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 596 CHF | 23 391 CHF | 99,79% | 99,79% |
07/11/2024 | 2,87% | 0,89 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 24 741 | 56 503 CHF | 23 981 CHF | 99,06% | 99,06% |