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 | 6,05% | 0,84 CHF | 0,89 CHF | 50 116 | 20 000 | 48 955 | 20 000 | 43 900 CHF | 19 066 CHF | 100,00% | 100,00% |
19/11/2024 | 3,69% | 0,86 CHF | 0,89 CHF | 49 775 | 20 000 | 50 112 | 20 000 | 42 572 CHF | 17 633 CHF | 100,00% | 100,00% |
18/11/2024 | 4,42% | 0,87 CHF | 0,90 CHF | 50 022 | 20 000 | 50 402 | 17 243 | 42 596 CHF | 15 231 CHF | 100,00% | 100,00% |
15/11/2024 | 3,70% | 0,90 CHF | 0,93 CHF | 49 749 | 20 000 | 49 344 | 20 000 | 45 089 CHF | 18 965 CHF | 100,00% | 100,00% |
14/11/2024 | 3,29% | 0,97 CHF | 1,01 CHF | 48 461 | 20 000 | 48 890 | 20 000 | 46 594 CHF | 19 701 CHF | 99,22% | 99,22% |
13/11/2024 | 3,81% | 0,90 CHF | 0,93 CHF | 49 781 | 20 000 | 50 457 | 19 750 | 43 387 CHF | 17 651 CHF | 99,36% | 99,36% |
12/11/2024 | 3,49% | 0,89 CHF | 0,92 CHF | 49 951 | 20 000 | 49 126 | 20 000 | 45 659 CHF | 19 251 CHF | 100,00% | 100,00% |
11/11/2024 | 3,20% | 0,98 CHF | 1,01 CHF | 48 287 | 20 000 | 47 193 | 20 000 | 49 249 CHF | 21 563 CHF | 100,00% | 100,00% |
08/11/2024 | 3,32% | 0,98 CHF | 1,01 CHF | 48 082 | 20 000 | 48 326 | 20 000 | 47 030 CHF | 20 123 CHF | 100,00% | 100,00% |
07/11/2024 | 3,50% | 0,94 CHF | 0,98 CHF | 49 037 | 20 000 | 49 093 | 19 349 | 46 710 CHF | 19 093 CHF | 98,73% | 98,73% |