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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 108 511 | 20 000 | 106 948 | 20 000 | 51 625 CHF | 9 860 CHF | 100,00% | 100,00% |
20/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 108 370 | 20 000 | 100 031 | 20 000 | 51 437 CHF | 10 484 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 91 612 | 20 000 | 53 112 CHF | 11 806 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 20 000 | 99 440 | 20 000 | 52 226 CHF | 10 709 CHF | 94,79% | 94,79% |
15/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 108 598 | 20 000 | 104 347 | 20 000 | 51 683 CHF | 10 111 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 99 973 | 20 000 | 51 464 CHF | 10 498 CHF | 99,44% | 99,44% |
13/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 90 000 | 20 000 | 86 533 | 19 927 | 53 349 CHF | 12 499 CHF | 98,88% | 98,88% |
12/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 51 761 CHF | 11 702 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 91 181 | 25 000 | 51 428 CHF | 14 355 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 88 375 | 25 000 | 54 353 CHF | 15 633 CHF | 100,00% | 100,00% |