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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 4,26% | 0,86 CHF | 0,89 CHF | 50 000 | 50 000 | 24 297 | 24 297 | 21 327 CHF | 22 193 CHF | 100,00% | 100,00% |
22/11/2024 | 4,48% | 0,90 CHF | 0,93 CHF | 40 000 | 40 000 | 17 565 | 17 565 | 16 191 CHF | 16 848 CHF | 100,00% | 100,00% |
20/11/2024 | 4,39% | 0,87 CHF | 0,90 CHF | 40 000 | 40 000 | 18 603 | 18 603 | 16 631 CHF | 17 314 CHF | 99,90% | 99,90% |
19/11/2024 | 4,49% | 0,85 CHF | 0,88 CHF | 50 000 | 50 000 | 25 979 | 25 979 | 21 523 CHF | 22 457 CHF | 100,00% | 100,00% |
18/11/2024 | 4,50% | 0,82 CHF | 0,85 CHF | 50 000 | 50 000 | 18 650 | 18 650 | 15 286 CHF | 15 927 CHF | 99,90% | 99,90% |
15/11/2024 | 4,70% | 0,83 CHF | 0,86 CHF | 50 000 | 50 000 | 26 003 | 26 003 | 20 786 CHF | 21 720 CHF | 99,90% | 99,90% |
14/11/2024 | 5,11% | 0,77 CHF | 0,80 CHF | 50 000 | 50 000 | 25 979 | 25 979 | 18 954 CHF | 19 887 CHF | 100,00% | 100,00% |
13/11/2024 | 5,21% | 0,75 CHF | 0,78 CHF | 50 000 | 50 000 | 26 046 | 26 046 | 18 852 CHF | 19 787 CHF | 98,89% | 98,89% |
12/11/2024 | 4,70% | 0,72 CHF | 0,75 CHF | 50 000 | 50 000 | 26 003 | 26 003 | 20 199 CHF | 21 134 CHF | 99,90% | 99,90% |
11/11/2024 | 8,07% | 0,86 CHF | 0,89 CHF | 50 000 | 50 000 | 8 606 | 8 606 | 7 510 CHF | 8 018 CHF | 99,88% | 99,88% |