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 | 4,12% | 0,53 CHF | 0,55 CHF | 79 649 | 20 000 | 76 372 | 20 000 | 43 303 CHF | 11 836 CHF | 100,00% | 100,00% |
19/11/2024 | 4,29% | 0,54 CHF | 0,56 CHF | 79 617 | 20 000 | 79 883 | 20 000 | 42 422 CHF | 11 093 CHF | 100,00% | 100,00% |
18/11/2024 | 5,18% | 0,54 CHF | 0,56 CHF | 79 553 | 20 000 | 80 234 | 17 243 | 42 380 CHF | 9 578 CHF | 100,00% | 100,00% |
15/11/2024 | 3,85% | 0,56 CHF | 0,59 CHF | 77 783 | 20 000 | 76 377 | 20 000 | 43 845 CHF | 11 933 CHF | 100,00% | 100,00% |
14/11/2024 | 3,90% | 0,61 CHF | 0,64 CHF | 73 309 | 20 000 | 74 641 | 20 000 | 44 700 CHF | 12 457 CHF | 99,22% | 99,22% |
13/11/2024 | 4,14% | 0,56 CHF | 0,59 CHF | 77 707 | 20 000 | 79 274 | 19 750 | 42 867 CHF | 11 137 CHF | 99,36% | 99,36% |
12/11/2024 | 3,78% | 0,56 CHF | 0,58 CHF | 77 052 | 20 000 | 75 255 | 20 000 | 44 145 CHF | 12 187 CHF | 100,00% | 100,00% |
11/11/2024 | 3,21% | 0,62 CHF | 0,64 CHF | 72 673 | 20 000 | 69 367 | 20 000 | 46 111 CHF | 13 745 CHF | 100,00% | 100,00% |
08/11/2024 | 3,53% | 0,62 CHF | 0,64 CHF | 71 717 | 20 000 | 72 412 | 20 000 | 44 668 CHF | 12 782 CHF | 100,00% | 100,00% |
07/11/2024 | 3,83% | 0,60 CHF | 0,62 CHF | 73 971 | 20 000 | 73 762 | 19 349 | 44 439 CHF | 12 130 CHF | 98,73% | 98,73% |