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 | 5,06% | 0,34 CHF | 0,36 CHF | 89 509 | 75 000 | 89 431 | 75 000 | 30 747 CHF | 27 141 CHF | 100,00% | 100,00% |
19/11/2024 | 4,70% | 0,37 CHF | 0,39 CHF | 88 472 | 75 000 | 87 339 | 75 000 | 36 422 CHF | 32 795 CHF | 100,00% | 100,00% |
18/11/2024 | 3,55% | 0,48 CHF | 0,50 CHF | 86 180 | 50 000 | 85 683 | 50 000 | 43 254 CHF | 26 154 CHF | 100,00% | 100,00% |
15/11/2024 | 3,77% | 0,54 CHF | 0,56 CHF | 85 121 | 50 000 | 85 464 | 50 000 | 44 667 CHF | 27 151 CHF | 99,99% | 99,99% |
14/11/2024 | 2,56% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 69 157 | 50 000 | 53 455 CHF | 39 856 CHF | 99,52% | 99,52% |
13/11/2024 | 2,37% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 63 810 | 49 597 | 54 362 CHF | 43 437 CHF | 73,18% | 73,18% |
12/11/2024 | 2,02% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 50 017 | 50 000 | 51 772 CHF | 52 811 CHF | 100,00% | 100,00% |
11/11/2024 | 2,10% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 084 | 50 000 | 52 148 CHF | 53 169 CHF | 96,53% | 96,53% |
08/11/2024 | 2,09% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 59 600 | 50 000 | 56 531 CHF | 48 443 CHF | 92,92% | 92,92% |
07/11/2024 | 2,19% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 48 703 | 56 877 CHF | 47 177 CHF | 99,12% | 99,12% |