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 | 9,76% | 0,27 CHF | 0,29 CHF | 97 612 | 50 000 | 94 432 | 50 000 | 27 848 CHF | 16 285 CHF | 100,00% | 100,00% |
19/11/2024 | 4,35% | 0,29 CHF | 0,30 CHF | 97 089 | 50 000 | 96 726 | 50 000 | 28 558 CHF | 15 442 CHF | 99,99% | 99,99% |
18/11/2024 | 6,50% | 0,34 CHF | 0,36 CHF | 90 843 | 50 000 | 90 969 | 44 481 | 31 790 CHF | 16 508 CHF | 99,90% | 99,90% |
15/11/2024 | 5,92% | 0,39 CHF | 0,41 CHF | 88 321 | 50 000 | 88 935 | 50 000 | 33 819 CHF | 20 177 CHF | 99,26% | 99,26% |
14/11/2024 | 5,63% | 0,38 CHF | 0,40 CHF | 88 643 | 50 000 | 88 778 | 50 000 | 34 067 CHF | 20 304 CHF | 97,75% | 97,75% |
13/11/2024 | 6,41% | 0,34 CHF | 0,36 CHF | 91 812 | 50 000 | 90 985 | 49 710 | 32 187 CHF | 18 762 CHF | 99,36% | 99,36% |
12/11/2024 | 5,10% | 0,38 CHF | 0,40 CHF | 89 256 | 50 000 | 84 788 | 50 000 | 36 521 CHF | 22 682 CHF | 100,00% | 100,00% |
11/11/2024 | 4,22% | 0,49 CHF | 0,51 CHF | 81 540 | 50 000 | 81 776 | 50 000 | 40 002 CHF | 25 514 CHF | 100,00% | 100,00% |
08/11/2024 | 5,07% | 0,43 CHF | 0,45 CHF | 84 230 | 50 000 | 85 040 | 50 000 | 36 228 CHF | 22 414 CHF | 94,05% | 94,05% |
07/11/2024 | 5,31% | 0,46 CHF | 0,48 CHF | 82 656 | 50 000 | 86 676 | 48 679 | 35 384 CHF | 21 036 CHF | 88,96% | 88,96% |