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 | 3,73% | 0,43 CHF | 0,44 CHF | 89 573 | 75 000 | 89 425 | 75 000 | 38 462 CHF | 33 492 CHF | 100,00% | 100,00% |
19/11/2024 | 3,91% | 0,46 CHF | 0,48 CHF | 88 402 | 75 000 | 87 338 | 75 000 | 43 886 CHF | 39 204 CHF | 100,00% | 100,00% |
18/11/2024 | 3,14% | 0,56 CHF | 0,58 CHF | 86 180 | 50 000 | 85 680 | 50 000 | 50 508 CHF | 30 417 CHF | 100,00% | 100,00% |
15/11/2024 | 3,19% | 0,62 CHF | 0,64 CHF | 85 151 | 50 000 | 83 929 | 50 000 | 51 874 CHF | 31 962 CHF | 65,66% | 65,66% |
14/11/2024 | 2,58% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 64 327 | 50 000 | 55 033 CHF | 44 096 CHF | 99,52% | 99,52% |
13/11/2024 | 2,16% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 58 711 | 49 588 | 54 967 CHF | 47 647 CHF | 71,44% | 71,44% |
12/11/2024 | 1,77% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 990 CHF | 56 990 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 315 CHF | 57 315 CHF | 96,53% | 96,53% |
08/11/2024 | 1,92% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 103 | 50 000 | 51 736 CHF | 52 635 CHF | 92,92% | 92,92% |
07/11/2024 | 2,02% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 51 650 CHF | 51 323 CHF | 99,12% | 99,12% |