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 | 5,94% | 0,54 CHF | 0,57 CHF | 77 229 | 50 000 | 75 777 | 50 000 | 43 431 CHF | 30 423 CHF | 99,48% | 99,48% |
19/11/2024 | 4,30% | 0,55 CHF | 0,57 CHF | 76 492 | 50 000 | 77 242 | 50 000 | 41 850 CHF | 28 288 CHF | 94,69% | 94,69% |
18/11/2024 | 4,18% | 0,58 CHF | 0,60 CHF | 76 023 | 50 000 | 76 545 | 43 102 | 43 968 CHF | 25 622 CHF | 95,91% | 95,91% |
15/11/2024 | 3,54% | 0,60 CHF | 0,62 CHF | 76 585 | 50 000 | 76 370 | 50 000 | 46 009 CHF | 31 215 CHF | 58,43% | 58,43% |
14/11/2024 | 3,58% | 0,61 CHF | 0,63 CHF | 77 501 | 50 000 | 76 699 | 50 000 | 47 974 CHF | 32 415 CHF | 91,86% | 91,86% |
13/11/2024 | - | 0,63 CHF | 0,66 CHF | 77 743 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
12/11/2024 | 3,06% | 0,64 CHF | 0,66 CHF | 76 779 | 50 000 | 75 618 | 50 000 | 50 623 CHF | 34 516 CHF | 100,00% | 100,00% |
11/11/2024 | 3,29% | 0,71 CHF | 0,73 CHF | 74 000 | 50 000 | 73 752 | 50 000 | 51 833 CHF | 36 318 CHF | 71,95% | 71,95% |
08/11/2024 | 3,39% | 0,64 CHF | 0,66 CHF | 75 489 | 50 000 | 75 546 | 50 000 | 47 430 CHF | 32 472 CHF | 100,00% | 100,00% |
07/11/2024 | 3,67% | 0,64 CHF | 0,66 CHF | 75 482 | 50 000 | 75 711 | 48 634 | 48 305 CHF | 32 223 CHF | 91,15% | 91,15% |