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 | 2,40% | 0,36 CHF | 0,37 CHF | 80 281 | 20 000 | 79 473 | 20 000 | 32 923 CHF | 8 489 CHF | 100,00% | 100,00% |
19/11/2024 | 2,73% | 0,39 CHF | 0,40 CHF | 79 629 | 20 000 | 80 029 | 20 000 | 29 024 CHF | 7 455 CHF | 100,00% | 100,00% |
18/11/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 80 072 | 20 000 | 80 346 | 20 000 | 29 442 CHF | 7 530 CHF | 100,00% | 100,00% |
15/11/2024 | 2,33% | 0,39 CHF | 0,40 CHF | 80 216 | 20 000 | 79 657 | 20 000 | 33 939 CHF | 8 724 CHF | 100,00% | 100,00% |
14/11/2024 | 2,21% | 0,51 CHF | 0,52 CHF | 78 478 | 20 000 | 79 390 | 20 000 | 35 750 CHF | 9 210 CHF | 99,44% | 99,44% |
13/11/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 80 327 | 20 000 | 80 368 | 19 804 | 27 748 CHF | 7 046 CHF | 98,88% | 98,88% |
12/11/2024 | 2,30% | 0,38 CHF | 0,39 CHF | 79 647 | 20 000 | 79 030 | 20 000 | 34 010 CHF | 8 809 CHF | 100,00% | 100,00% |
11/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 77 109 | 20 000 | 76 847 | 20 000 | 44 291 CHF | 11 727 CHF | 100,00% | 100,00% |
08/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 77 302 | 20 000 | 76 755 | 20 000 | 41 416 CHF | 10 996 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 75 630 | 20 000 | 75 346 | 19 351 | 50 097 CHF | 13 082 CHF | 99,06% | 99,06% |