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 | 3,17% | 0,56 CHF | 0,58 CHF | 90 033 | 75 000 | 88 871 | 75 000 | 50 831 CHF | 44 336 CHF | 86,32% | 86,32% |
19/11/2024 | 2,88% | 0,60 CHF | 0,62 CHF | 88 402 | 75 000 | 83 001 | 75 000 | 53 313 CHF | 49 674 CHF | 81,19% | 81,19% |
18/11/2024 | 2,22% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 70 801 | 50 000 | 51 881 CHF | 37 477 CHF | 100,00% | 100,00% |
15/11/2024 | 2,64% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 925 | 50 000 | 53 148 CHF | 38 524 CHF | 99,99% | 99,99% |
14/11/2024 | 2,22% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 55 607 | 50 000 | 55 457 CHF | 51 217 CHF | 99,52% | 99,52% |
13/11/2024 | 1,88% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 744 | 49 597 | 54 844 CHF | 54 708 CHF | 73,18% | 73,18% |
12/11/2024 | 1,57% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 107 CHF | 64 107 CHF | 100,00% | 100,00% |
11/11/2024 | 1,57% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 387 CHF | 64 387 CHF | 96,53% | 96,53% |
08/11/2024 | 1,69% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 718 CHF | 59 718 CHF | 92,92% | 92,92% |
07/11/2024 | 1,79% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 58 836 CHF | 58 333 CHF | 99,12% | 99,12% |