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 | 7,60% | 0,63 CHF | 0,68 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 19 084 CHF | 20 584 CHF | 100,00% | 100,00% |
19/11/2024 | 6,33% | 0,69 CHF | 0,74 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 23 046 CHF | 24 546 CHF | 99,84% | 99,84% |
18/11/2024 | 5,36% | 0,86 CHF | 0,91 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 27 252 CHF | 28 752 CHF | 100,00% | 100,00% |
15/11/2024 | 5,21% | 0,96 CHF | 1,01 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 152 CHF | 29 652 CHF | 99,83% | 99,83% |
14/11/2024 | 3,55% | 1,24 CHF | 1,29 CHF | 30 000 | 30 000 | 20 476 | 20 476 | 28 490 CHF | 29 515 CHF | 98,68% | 98,68% |
13/11/2024 | 7,52% | 1,65 CHF | 1,70 CHF | 20 000 | 20 000 | 8 232 | 8 232 | 12 814 CHF | 13 362 CHF | 97,61% | 97,61% |
12/11/2024 | 2,62% | 1,83 CHF | 1,88 CHF | 20 000 | 20 000 | 19 996 | 19 996 | 38 242 CHF | 39 257 CHF | 99,85% | 99,85% |
11/11/2024 | 2,64% | 1,94 CHF | 1,99 CHF | 20 000 | 20 000 | 19 998 | 19 998 | 38 552 CHF | 39 582 CHF | 100,00% | 100,00% |
08/11/2024 | 2,82% | 1,84 CHF | 1,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 35 034 CHF | 36 034 CHF | 98,58% | 98,58% |
07/11/2024 | 2,81% | 1,75 CHF | 1,80 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 35 123 CHF | 36 123 CHF | 100,00% | 100,00% |