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 | 4,63% | 0,58 CHF | 0,61 CHF | 90 000 | 25 000 | 89 793 | 25 000 | 53 301 CHF | 15 547 CHF | 100,00% | 100,00% |
19/11/2024 | 2,58% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 82 182 | 25 000 | 53 313 CHF | 16 693 CHF | 100,00% | 100,00% |
18/11/2024 | 2,18% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 89 400 | 22 247 | 53 460 CHF | 13 667 CHF | 95,46% | 95,46% |
15/11/2024 | 2,42% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 63 213 | 20 444 | 37 008 CHF | 12 370 CHF | 100,00% | 100,00% |
14/11/2024 | 2,45% | 0,70 CHF | 0,72 CHF | 80 000 | 25 000 | 81 739 | 25 000 | 53 015 CHF | 16 644 CHF | 99,44% | 99,44% |
13/11/2024 | 2,18% | 0,78 CHF | 0,80 CHF | 70 000 | 25 000 | 96 066 | 24 829 | 52 588 CHF | 14 199 CHF | 93,85% | 93,85% |
12/11/2024 | 1,89% | 0,78 CHF | 0,81 CHF | 12 500 | 12 500 | 48 609 | 24 522 | 52 222 CHF | 26 776 CHF | 98,63% | 98,63% |
11/11/2024 | 1,63% | 1,20 CHF | 1,22 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 60 307 CHF | 30 649 CHF | 93,97% | 93,97% |
08/11/2024 | 1,76% | 1,12 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 766 CHF | 27 870 CHF | 96,20% | 96,20% |
07/11/2024 | 1,78% | 1,10 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 24 221 | 56 453 CHF | 27 853 CHF | 99,06% | 99,06% |