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 | 8,13% | 0,39 CHF | 0,42 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 285 CHF | 23 085 CHF | 100,00% | 100,00% |
19/11/2024 | 6,24% | 0,45 CHF | 0,48 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 27 993 CHF | 29 793 CHF | 100,00% | 100,00% |
18/11/2024 | 6,66% | 0,41 CHF | 0,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 167 CHF | 27 967 CHF | 98,99% | 98,99% |
15/11/2024 | 7,75% | 0,43 CHF | 0,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 388 CHF | 24 188 CHF | 100,00% | 100,00% |
14/11/2024 | 8,24% | 0,32 CHF | 0,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 017 CHF | 22 817 CHF | 100,00% | 100,00% |
13/11/2024 | 7,57% | 0,39 CHF | 0,42 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 884 CHF | 24 684 CHF | 99,86% | 99,86% |
12/11/2024 | 10,42% | 0,30 CHF | 0,33 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 16 380 CHF | 18 180 CHF | 100,00% | 100,00% |
11/11/2024 | 10,49% | 0,24 CHF | 0,27 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 16 431 CHF | 18 231 CHF | 100,00% | 100,00% |
08/11/2024 | 7,91% | 0,36 CHF | 0,39 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 865 CHF | 23 665 CHF | 100,00% | 100,00% |
07/11/2024 | 7,55% | 0,38 CHF | 0,41 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 948 CHF | 24 748 CHF | 99,67% | 99,67% |