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 | 2,28% | 0,83 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 743 CHF | 42 705 CHF | 100,00% | 100,00% |
19/11/2024 | 2,29% | 0,78 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 111 CHF | 37 969 CHF | 84,94% | 84,94% |
18/11/2024 | 2,44% | 0,75 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 432 CHF | 38 356 CHF | 99,54% | 99,54% |
15/11/2024 | 4,11% | 0,76 CHF | 0,81 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 760 CHF | 28 868 CHF | 77,20% | 77,20% |
14/11/2024 | 2,46% | 2,26 CHF | 2,31 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 44 385 CHF | 45 487 CHF | 99,44% | 99,44% |
13/11/2024 | 2,66% | 2,23 CHF | 2,29 CHF | 20 000 | 20 000 | 19 804 | 19 804 | 41 399 CHF | 42 505 CHF | 98,88% | 98,88% |
12/11/2024 | 2,24% | 2,34 CHF | 2,39 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 45 393 CHF | 46 421 CHF | 88,40% | 88,40% |
11/11/2024 | 2,14% | 2,15 CHF | 2,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 891 CHF | 44 841 CHF | 98,45% | 98,45% |
08/11/2024 | 2,42% | 2,02 CHF | 2,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 017 CHF | 39 971 CHF | 100,00% | 100,00% |
07/11/2024 | 2,02% | 1,98 CHF | 2,02 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 785 CHF | 40 598 CHF | 39,69% | 39,69% |