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 | 7,65% | 0,65 CHF | 0,70 CHF | 52 296 | 20 000 | 50 682 | 20 000 | 35 732 CHF | 15 236 CHF | 100,00% | 100,00% |
19/11/2024 | 4,61% | 0,67 CHF | 0,70 CHF | 51 881 | 20 000 | 52 348 | 20 000 | 34 600 CHF | 13 849 CHF | 100,00% | 100,00% |
18/11/2024 | 5,59% | 0,68 CHF | 0,71 CHF | 52 178 | 20 000 | 52 658 | 17 243 | 34 598 CHF | 11 975 CHF | 100,00% | 100,00% |
15/11/2024 | 4,51% | 0,71 CHF | 0,74 CHF | 51 727 | 20 000 | 51 158 | 20 000 | 36 995 CHF | 15 131 CHF | 100,00% | 100,00% |
14/11/2024 | 4,19% | 0,78 CHF | 0,81 CHF | 49 998 | 20 000 | 50 506 | 20 000 | 38 444 CHF | 15 879 CHF | 99,22% | 99,22% |
13/11/2024 | 4,77% | 0,71 CHF | 0,74 CHF | 51 891 | 20 000 | 52 810 | 19 750 | 35 520 CHF | 13 942 CHF | 99,36% | 99,36% |
12/11/2024 | 4,33% | 0,70 CHF | 0,73 CHF | 52 271 | 20 000 | 50 981 | 20 000 | 37 711 CHF | 15 451 CHF | 100,00% | 100,00% |
11/11/2024 | 3,74% | 0,79 CHF | 0,82 CHF | 49 777 | 20 000 | 48 428 | 20 000 | 41 239 CHF | 17 695 CHF | 100,00% | 100,00% |
08/11/2024 | 4,10% | 0,79 CHF | 0,82 CHF | 49 769 | 20 000 | 50 073 | 20 000 | 39 223 CHF | 16 324 CHF | 100,00% | 100,00% |
07/11/2024 | 4,42% | 0,76 CHF | 0,79 CHF | 51 148 | 20 000 | 51 039 | 19 349 | 38 954 CHF | 15 461 CHF | 98,73% | 98,73% |