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 | 3,26% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 80 386 | 49 465 | 51 393 CHF | 32 699 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,65 CHF | 0,67 CHF | 80 000 | 50 000 | 80 487 | 50 000 | 52 148 CHF | 33 464 CHF | 99,90% | 99,90% |
18/11/2024 | 3,69% | 0,63 CHF | 0,66 CHF | 80 000 | 50 000 | 86 466 | 43 383 | 53 739 CHF | 27 913 CHF | 100,00% | 100,00% |
15/11/2024 | 3,47% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 192 CHF | 30 595 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 89 830 | 50 000 | 54 179 CHF | 31 181 CHF | 99,27% | 99,27% |
13/11/2024 | 3,44% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 89 460 | 49 393 | 53 037 CHF | 30 317 CHF | 97,38% | 97,38% |
12/11/2024 | 3,16% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 249 CHF | 34 351 CHF | 99,48% | 99,48% |
11/11/2024 | 2,88% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 780 CHF | 38 067 CHF | 100,00% | 100,00% |
08/11/2024 | 2,86% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 247 CHF | 38 401 CHF | 100,00% | 100,00% |
07/11/2024 | 2,89% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 66 904 | 47 945 | 51 498 CHF | 37 948 CHF | 99,06% | 99,06% |