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 | 2,16% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 52 219 | 52 219 | 23 909 CHF | 24 431 CHF | 99,44% | 99,44% |
19/11/2024 | 2,89% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 060 CHF | 17 560 CHF | 99,94% | 99,94% |
18/11/2024 | 2,13% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 49 996 | 49 996 | 23 353 CHF | 23 853 CHF | 99,32% | 99,32% |
15/11/2024 | 2,03% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 391 CHF | 24 891 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 184 CHF | 24 684 CHF | 98,50% | 98,50% |
13/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 051 CHF | 23 551 CHF | 100,00% | 100,00% |
12/11/2024 | 1,88% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 49 788 | 49 788 | 26 241 CHF | 26 739 CHF | 99,88% | 99,88% |
11/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 140 CHF | 25 540 CHF | 100,00% | 100,00% |
08/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 334 CHF | 24 734 CHF | 98,31% | 98,31% |
07/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 49 917 | 49 917 | 33 881 CHF | 34 380 CHF | 100,00% | 100,00% |