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 | 2,56% | 0,79 CHF | 0,82 CHF | 61 040 | 20 000 | 58 954 | 20 000 | 49 756 CHF | 17 334 CHF | 100,00% | 100,00% |
19/11/2024 | 2,77% | 0,80 CHF | 0,83 CHF | 60 397 | 20 000 | 60 885 | 20 000 | 48 444 CHF | 16 366 CHF | 100,00% | 100,00% |
18/11/2024 | 3,42% | 0,81 CHF | 0,83 CHF | 60 711 | 20 000 | 61 202 | 17 243 | 48 457 CHF | 14 121 CHF | 100,00% | 100,00% |
15/11/2024 | 2,72% | 0,84 CHF | 0,86 CHF | 59 866 | 20 000 | 59 123 | 20 000 | 50 225 CHF | 17 459 CHF | 100,00% | 100,00% |
14/11/2024 | 2,59% | 0,90 CHF | 0,92 CHF | 57 590 | 20 000 | 58 200 | 20 000 | 51 313 CHF | 18 099 CHF | 99,22% | 99,22% |
13/11/2024 | 2,80% | 0,84 CHF | 0,86 CHF | 59 773 | 20 000 | 60 980 | 19 731 | 48 998 CHF | 16 310 CHF | 92,12% | 92,12% |
12/11/2024 | 2,58% | 0,83 CHF | 0,85 CHF | 59 969 | 20 000 | 58 558 | 20 000 | 50 625 CHF | 17 745 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,91 CHF | 0,93 CHF | 57 081 | 20 000 | 55 197 | 20 000 | 52 720 CHF | 19 558 CHF | 79,37% | 79,37% |
08/11/2024 | 2,47% | 0,91 CHF | 0,93 CHF | 56 735 | 20 000 | 56 872 | 20 000 | 51 263 CHF | 18 480 CHF | 100,00% | 100,00% |
07/11/2024 | 2,69% | 0,88 CHF | 0,90 CHF | 57 810 | 20 000 | 57 793 | 19 349 | 50 981 CHF | 17 557 CHF | 98,73% | 98,73% |