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 | 2,94% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 71 989 | 50 000 | 52 963 CHF | 37 930 CHF | 100,00% | 100,00% |
19/11/2024 | 2,37% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 594 CHF | 34 941 CHF | 100,00% | 100,00% |
18/11/2024 | 2,75% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 260 | 43 383 | 55 498 CHF | 31 168 CHF | 100,00% | 100,00% |
15/11/2024 | 2,33% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 73 630 | 50 000 | 52 918 CHF | 36 808 CHF | 100,00% | 100,00% |
14/11/2024 | 3,64% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 117 CHF | 39 345 CHF | 99,52% | 99,52% |
13/11/2024 | 3,33% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 49 383 | 51 769 CHF | 37 756 CHF | 99,32% | 99,32% |
12/11/2024 | 2,46% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 006 | 50 000 | 51 157 CHF | 37 447 CHF | 100,00% | 100,00% |
11/11/2024 | 3,55% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 719 CHF | 39 758 CHF | 80,53% | 80,53% |
08/11/2024 | 3,40% | 0,71 CHF | 0,74 CHF | 80 000 | 50 000 | 76 661 | 50 000 | 54 663 CHF | 36 903 CHF | 100,00% | 100,00% |
07/11/2024 | 3,61% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 77 821 | 48 444 | 55 272 CHF | 35 722 CHF | 99,12% | 99,12% |