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 | 2,56% | 0,85 CHF | 0,88 CHF | 60 000 | 20 000 | 59 951 | 20 000 | 54 024 CHF | 18 492 CHF | 100,00% | 100,00% |
19/11/2024 | 2,60% | 0,86 CHF | 0,89 CHF | 60 000 | 20 000 | 60 547 | 20 000 | 52 121 CHF | 17 677 CHF | 56,26% | 56,26% |
18/11/2024 | 3,22% | 0,87 CHF | 0,89 CHF | 60 000 | 20 000 | 60 306 | 17 077 | 51 340 CHF | 15 009 CHF | 94,33% | 94,33% |
15/11/2024 | 2,46% | 0,89 CHF | 0,92 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 54 422 CHF | 18 594 CHF | 100,00% | 100,00% |
14/11/2024 | 2,32% | 0,95 CHF | 0,98 CHF | 59 734 | 20 000 | 59 942 | 20 000 | 56 238 CHF | 19 204 CHF | 99,22% | 99,22% |
13/11/2024 | 2,63% | 0,89 CHF | 0,92 CHF | 60 000 | 20 000 | 60 071 | 19 727 | 52 105 CHF | 17 572 CHF | 90,78% | 90,78% |
12/11/2024 | 2,34% | 0,89 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 279 CHF | 18 862 CHF | 100,00% | 100,00% |
11/11/2024 | 2,14% | 1,00 CHF | 1,02 CHF | 57 880 | 20 000 | 50 009 | 20 000 | 51 606 CHF | 21 085 CHF | 78,26% | 78,26% |
08/11/2024 | 2,46% | 0,96 CHF | 0,99 CHF | 58 965 | 20 000 | 59 044 | 20 000 | 56 425 CHF | 19 590 CHF | 100,00% | 100,00% |
07/11/2024 | 2,58% | 0,93 CHF | 0,95 CHF | 59 955 | 20 000 | 59 770 | 19 349 | 56 010 CHF | 18 625 CHF | 98,73% | 98,73% |