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 | 1,74% | 0,76 CHF | 0,79 CHF | 66 119 | 50 000 | 64 951 | 50 000 | 50 033 CHF | 39 194 CHF | 14,13% | 100,00% |
19/11/2024 | 1,88% | 0,76 CHF | 0,78 CHF | 65 166 | 50 000 | 66 327 | 50 000 | 47 541 CHF | 36 542 CHF | 100,00% | 100,00% |
18/11/2024 | 2,42% | 0,71 CHF | 0,73 CHF | 66 539 | 50 000 | 68 384 | 43 384 | 46 915 CHF | 30 768 CHF | 100,00% | 100,00% |
15/11/2024 | 2,15% | 0,61 CHF | 0,62 CHF | 73 194 | 50 000 | 70 606 | 50 000 | 46 105 CHF | 33 406 CHF | 99,97% | 99,97% |
14/11/2024 | 1,71% | 0,84 CHF | 0,85 CHF | 61 443 | 50 000 | 61 225 | 50 000 | 50 619 CHF | 42 054 CHF | 54,38% | 54,38% |
13/11/2024 | 2,11% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 62 362 | 49 367 | 49 774 CHF | 40 247 CHF | 98,09% | 98,09% |
12/11/2024 | 1,74% | 0,84 CHF | 0,85 CHF | 60 958 | 50 000 | 62 508 | 50 000 | 49 731 CHF | 40 493 CHF | 69,31% | 69,31% |
11/11/2024 | 1,42% | 0,84 CHF | 0,85 CHF | 61 049 | 50 000 | 60 183 | 50 000 | 51 049 CHF | 43 026 CHF | 98,36% | 98,36% |
08/11/2024 | 1,90% | 0,84 CHF | 0,85 CHF | 60 986 | 50 000 | 60 896 | 50 000 | 50 120 CHF | 41 941 CHF | 60,41% | 60,41% |
07/11/2024 | 1,88% | 0,78 CHF | 0,79 CHF | 63 113 | 50 000 | 63 358 | 48 444 | 49 140 CHF | 38 336 CHF | 99,23% | 99,23% |