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 | 8,42% | 0,57 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 518 CHF | 31 018 CHF | 100,00% | 100,00% |
19/11/2024 | 7,43% | 0,58 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 024 CHF | 28 024 CHF | 99,85% | 99,85% |
18/11/2024 | 6,29% | 0,74 CHF | 0,79 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 30 823 CHF | 32 823 CHF | 100,00% | 100,00% |
15/11/2024 | 6,16% | 0,81 CHF | 0,86 CHF | 40 000 | 40 000 | 38 109 | 38 109 | 29 930 CHF | 31 835 CHF | 100,00% | 100,00% |
14/11/2024 | 4,29% | 1,03 CHF | 1,08 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 412 CHF | 35 912 CHF | 100,00% | 100,00% |
13/11/2024 | 9,15% | 1,35 CHF | 1,40 CHF | 30 000 | 30 000 | 11 764 | 11 764 | 15 042 CHF | 15 832 CHF | 99,37% | 99,37% |
12/11/2024 | 3,16% | 1,52 CHF | 1,57 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 434 CHF | 48 957 CHF | 99,85% | 99,85% |
11/11/2024 | 3,18% | 1,60 CHF | 1,65 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 783 CHF | 49 328 CHF | 100,00% | 100,00% |
08/11/2024 | 3,40% | 1,52 CHF | 1,57 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 43 443 CHF | 44 943 CHF | 98,88% | 98,88% |
07/11/2024 | 3,40% | 1,45 CHF | 1,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 43 343 CHF | 44 843 CHF | 100,00% | 100,00% |