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 | 4,54% | 0,56 CHF | 0,59 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 38 976 CHF | 40 776 CHF | 100,00% | 100,00% |
19/11/2024 | 4,86% | 0,67 CHF | 0,70 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 36 256 CHF | 38 056 CHF | 100,00% | 100,00% |
18/11/2024 | 4,12% | 0,77 CHF | 0,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 840 CHF | 44 640 CHF | 98,98% | 98,98% |
15/11/2024 | 3,89% | 0,62 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 970 CHF | 39 470 CHF | 100,00% | 100,00% |
14/11/2024 | 3,16% | 0,98 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 726 CHF | 48 226 CHF | 100,00% | 100,00% |
13/11/2024 | 3,20% | 0,91 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 190 CHF | 47 690 CHF | 99,88% | 99,88% |
12/11/2024 | 2,60% | 1,04 CHF | 1,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 45 658 CHF | 46 858 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 49 976 | 49 976 | 63 644 CHF | 65 144 CHF | 100,00% | 100,00% |
08/11/2024 | 2,73% | 1,09 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 332 CHF | 55 832 CHF | 100,00% | 100,00% |
07/11/2024 | 2,44% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 639 CHF | 49 839 CHF | 99,67% | 99,67% |