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 | 1,89% | 0,47 CHF | 0,48 CHF | 80 281 | 20 000 | 79 476 | 20 000 | 41 766 CHF | 10 714 CHF | 100,00% | 100,00% |
19/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 79 629 | 20 000 | 80 029 | 20 000 | 37 827 CHF | 9 655 CHF | 100,00% | 100,00% |
18/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 80 072 | 20 000 | 80 343 | 20 000 | 38 371 CHF | 9 753 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,50 CHF | 0,51 CHF | 80 216 | 20 000 | 79 657 | 20 000 | 42 701 CHF | 10 924 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,62 CHF | 0,63 CHF | 78 478 | 20 000 | 79 390 | 20 000 | 44 483 CHF | 11 410 CHF | 99,44% | 99,44% |
13/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 80 327 | 20 000 | 80 368 | 19 804 | 36 589 CHF | 9 224 CHF | 98,88% | 98,88% |
12/11/2024 | 1,84% | 0,49 CHF | 0,50 CHF | 79 647 | 20 000 | 79 030 | 20 000 | 42 703 CHF | 11 009 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 77 109 | 20 000 | 76 847 | 20 000 | 52 745 CHF | 13 927 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 77 302 | 20 000 | 76 809 | 20 000 | 49 619 CHF | 13 123 CHF | 93,09% | 93,09% |
07/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 000 | 19 823 | 54 380 CHF | 15 603 CHF | 95,26% | 95,26% |