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 | 7,41% | 0,37 CHF | 0,40 CHF | 98 778 | 50 000 | 97 752 | 50 000 | 38 116 CHF | 21 000 CHF | 100,00% | 100,00% |
19/11/2024 | 5,28% | 0,36 CHF | 0,38 CHF | 101 034 | 50 000 | 100 443 | 50 000 | 37 061 CHF | 19 455 CHF | 100,00% | 100,00% |
18/11/2024 | 5,96% | 0,37 CHF | 0,39 CHF | 100 528 | 50 000 | 102 014 | 43 384 | 36 924 CHF | 16 657 CHF | 100,00% | 100,00% |
15/11/2024 | 5,93% | 0,34 CHF | 0,36 CHF | 104 860 | 50 000 | 107 564 | 50 000 | 35 222 CHF | 17 386 CHF | 100,00% | 100,00% |
14/11/2024 | 6,42% | 0,31 CHF | 0,33 CHF | 109 437 | 50 000 | 114 473 | 50 000 | 33 324 CHF | 15 527 CHF | 99,27% | 99,27% |
13/11/2024 | 6,71% | 0,29 CHF | 0,31 CHF | 115 166 | 50 000 | 113 339 | 49 436 | 32 896 CHF | 15 341 CHF | 99,40% | 99,40% |
12/11/2024 | 6,10% | 0,31 CHF | 0,33 CHF | 112 005 | 50 000 | 109 578 | 50 000 | 34 839 CHF | 16 898 CHF | 100,00% | 100,00% |
11/11/2024 | 5,50% | 0,35 CHF | 0,37 CHF | 104 660 | 50 000 | 104 852 | 50 000 | 37 118 CHF | 18 702 CHF | 100,00% | 100,00% |
08/11/2024 | 6,12% | 0,33 CHF | 0,35 CHF | 108 681 | 50 000 | 110 313 | 50 000 | 34 964 CHF | 16 852 CHF | 100,00% | 100,00% |
07/11/2024 | 5,82% | 0,33 CHF | 0,35 CHF | 107 061 | 50 000 | 107 174 | 48 746 | 36 633 CHF | 17 626 CHF | 99,05% | 99,05% |