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 | 1,39% | 0,87 CHF | 0,88 CHF | 53 324 | 10 000 | 52 295 | 10 000 | 46 993 CHF | 9 115 CHF | 100,00% | 100,00% |
19/11/2024 | 1,58% | 0,88 CHF | 0,89 CHF | 53 667 | 10 000 | 54 741 | 10 000 | 45 996 CHF | 8 540 CHF | 99,99% | 99,99% |
18/11/2024 | 1,90% | 0,85 CHF | 0,86 CHF | 54 801 | 10 000 | 55 056 | 9 447 | 44 892 CHF | 7 848 CHF | 99,80% | 99,80% |
15/11/2024 | 1,78% | 0,78 CHF | 0,80 CHF | 55 736 | 10 000 | 56 614 | 10 000 | 43 706 CHF | 7 860 CHF | 99,54% | 99,54% |
14/11/2024 | 1,38% | 0,92 CHF | 0,93 CHF | 52 132 | 10 000 | 49 789 | 10 000 | 48 042 CHF | 9 790 CHF | 99,44% | 99,44% |
13/11/2024 | 1,49% | 0,98 CHF | 0,99 CHF | 49 144 | 10 000 | 49 692 | 9 982 | 46 674 CHF | 9 518 CHF | 97,60% | 97,60% |
12/11/2024 | 1,43% | 0,95 CHF | 0,97 CHF | 49 295 | 10 000 | 49 190 | 10 000 | 47 294 CHF | 9 754 CHF | 98,69% | 98,69% |
11/11/2024 | 1,33% | 0,97 CHF | 0,98 CHF | 49 308 | 10 000 | 48 115 | 10 000 | 44 900 CHF | 9 456 CHF | 66,13% | 66,13% |
08/11/2024 | 1,52% | 0,83 CHF | 0,85 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 24 650 CHF | 8 342 CHF | 90,93% | 90,93% |
07/11/2024 | 1,49% | 0,80 CHF | 0,81 CHF | 30 000 | 10 000 | 29 924 | 9 975 | 24 041 CHF | 8 133 CHF | 32,18% | 32,18% |