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 | 4,44% | 0,44 CHF | 0,47 CHF | 78 580 | 20 000 | 74 754 | 20 000 | 36 119 CHF | 10 124 CHF | 100,00% | 100,00% |
19/11/2024 | 4,94% | 0,45 CHF | 0,48 CHF | 77 697 | 20 000 | 78 757 | 20 000 | 35 162 CHF | 9 389 CHF | 100,00% | 100,00% |
18/11/2024 | 5,88% | 0,46 CHF | 0,48 CHF | 78 252 | 20 000 | 79 067 | 17 243 | 35 145 CHF | 8 117 CHF | 100,00% | 100,00% |
15/11/2024 | 4,74% | 0,48 CHF | 0,50 CHF | 76 454 | 20 000 | 74 883 | 20 000 | 36 744 CHF | 10 292 CHF | 100,00% | 100,00% |
14/11/2024 | 4,10% | 0,53 CHF | 0,55 CHF | 72 052 | 20 000 | 72 927 | 20 000 | 37 774 CHF | 10 797 CHF | 99,22% | 99,22% |
13/11/2024 | 4,72% | 0,48 CHF | 0,50 CHF | 77 213 | 20 000 | 78 226 | 19 750 | 35 900 CHF | 9 508 CHF | 99,36% | 99,36% |
12/11/2024 | 4,40% | 0,48 CHF | 0,50 CHF | 76 374 | 20 000 | 73 808 | 20 000 | 37 335 CHF | 10 575 CHF | 100,00% | 100,00% |
11/11/2024 | 3,77% | 0,54 CHF | 0,56 CHF | 70 907 | 20 000 | 67 334 | 20 000 | 39 408 CHF | 12 175 CHF | 100,00% | 100,00% |
08/11/2024 | 4,01% | 0,54 CHF | 0,56 CHF | 69 935 | 20 000 | 70 736 | 20 000 | 37 989 CHF | 11 182 CHF | 100,00% | 100,00% |
07/11/2024 | 4,32% | 0,52 CHF | 0,54 CHF | 72 462 | 20 000 | 72 257 | 19 349 | 37 792 CHF | 10 585 CHF | 98,73% | 98,73% |