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 | 11,72% | 0,37 CHF | 0,41 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 14 650 CHF | 16 462 CHF | 100,00% | 100,00% |
19/11/2024 | 9,80% | 0,41 CHF | 0,46 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 14 135 CHF | 15 586 CHF | 99,85% | 99,85% |
18/11/2024 | 8,21% | 0,55 CHF | 0,60 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 17 539 CHF | 19 039 CHF | 100,00% | 100,00% |
15/11/2024 | 7,90% | 0,63 CHF | 0,68 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 18 373 CHF | 19 873 CHF | 99,93% | 99,93% |
14/11/2024 | 4,77% | 0,89 CHF | 0,94 CHF | 30 000 | 30 000 | 26 195 | 26 195 | 26 650 CHF | 27 960 CHF | 99,84% | 99,84% |
13/11/2024 | 9,80% | 1,28 CHF | 1,33 CHF | 20 000 | 20 000 | 8 922 | 8 922 | 10 567 CHF | 11 210 CHF | 98,11% | 98,11% |
12/11/2024 | 3,24% | 1,46 CHF | 1,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 30 855 CHF | 31 870 CHF | 99,85% | 99,85% |
11/11/2024 | 3,25% | 1,57 CHF | 1,62 CHF | 20 000 | 20 000 | 19 999 | 19 999 | 31 157 CHF | 32 187 CHF | 100,00% | 100,00% |
08/11/2024 | 3,54% | 1,47 CHF | 1,52 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 793 CHF | 28 793 CHF | 98,88% | 98,88% |
07/11/2024 | 3,52% | 1,39 CHF | 1,44 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 910 CHF | 28 910 CHF | 100,00% | 100,00% |