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 | 5,00% | 0,68 CHF | 0,72 CHF | 44 688 | 10 000 | 43 924 | 10 000 | 31 432 CHF | 7 526 CHF | 100,00% | 100,00% |
19/11/2024 | 3,51% | 0,68 CHF | 0,71 CHF | 44 781 | 10 000 | 46 050 | 10 000 | 29 647 CHF | 6 672 CHF | 99,99% | 99,99% |
18/11/2024 | 3,80% | 0,66 CHF | 0,68 CHF | 46 213 | 10 000 | 41 576 | 9 447 | 26 238 CHF | 6 196 CHF | 99,80% | 99,80% |
15/11/2024 | 2,36% | 0,61 CHF | 0,63 CHF | 47 932 | 10 000 | 48 610 | 10 000 | 28 753 CHF | 6 058 CHF | 99,54% | 99,54% |
14/11/2024 | 2,90% | 0,75 CHF | 0,77 CHF | 44 373 | 10 000 | 42 668 | 10 000 | 34 912 CHF | 8 430 CHF | 97,90% | 97,90% |
13/11/2024 | 2,90% | 0,83 CHF | 0,86 CHF | 41 733 | 10 000 | 42 175 | 9 982 | 33 514 CHF | 8 166 CHF | 97,60% | 97,60% |
12/11/2024 | 2,92% | 0,81 CHF | 0,84 CHF | 42 131 | 10 000 | 42 013 | 10 000 | 34 399 CHF | 8 432 CHF | 98,69% | 98,69% |
11/11/2024 | 2,88% | 0,82 CHF | 0,85 CHF | 42 116 | 10 000 | 42 639 | 10 000 | 33 726 CHF | 8 142 CHF | 66,13% | 66,13% |
08/11/2024 | 3,39% | 0,67 CHF | 0,69 CHF | 45 362 | 10 000 | 45 701 | 10 000 | 30 149 CHF | 6 829 CHF | 90,93% | 90,93% |
07/11/2024 | 3,29% | 0,62 CHF | 0,63 CHF | 47 128 | 10 000 | 46 330 | 9 975 | 29 504 CHF | 6 563 CHF | 32,18% | 32,18% |