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 | 3,21% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 99 192 | 75 000 | 53 388 CHF | 41 727 CHF | 100,00% | 100,00% |
19/11/2024 | 2,97% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 88 308 | 75 000 | 52 817 CHF | 46 270 CHF | 100,00% | 100,00% |
18/11/2024 | 3,90% | 0,65 CHF | 0,68 CHF | 80 000 | 50 000 | 79 999 | 43 766 | 54 686 CHF | 30 968 CHF | 88,43% | 88,43% |
15/11/2024 | 2,78% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 76 888 | 50 000 | 54 627 CHF | 36 609 CHF | 99,99% | 99,99% |
14/11/2024 | 3,28% | 0,85 CHF | 0,88 CHF | 60 000 | 50 000 | 58 551 | 50 000 | 54 168 CHF | 47 949 CHF | 99,52% | 99,52% |
13/11/2024 | 3,10% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 56 742 | 49 650 | 55 184 CHF | 49 939 CHF | 84,16% | 84,16% |
12/11/2024 | 2,60% | 1,12 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 240 CHF | 59 772 CHF | 100,00% | 100,00% |
11/11/2024 | 2,56% | 1,17 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 446 CHF | 59 962 CHF | 96,53% | 96,53% |
08/11/2024 | 2,74% | 1,12 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 096 CHF | 55 596 CHF | 92,92% | 92,92% |
07/11/2024 | 2,87% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 54 066 CHF | 54 182 CHF | 99,12% | 99,12% |