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 | 3,90% | 0,85 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 885 CHF | 39 385 CHF | 100,00% | 100,00% |
19/11/2024 | 3,21% | 0,87 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 086 CHF | 47 586 CHF | 100,00% | 100,00% |
18/11/2024 | 3,48% | 0,79 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 393 CHF | 43 893 CHF | 98,98% | 98,98% |
15/11/2024 | 3,82% | 0,89 CHF | 0,92 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 46 349 CHF | 48 149 CHF | 100,00% | 100,00% |
14/11/2024 | 4,22% | 0,65 CHF | 0,68 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 755 CHF | 43 555 CHF | 100,00% | 100,00% |
13/11/2024 | 4,00% | 0,75 CHF | 0,78 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 44 104 CHF | 45 904 CHF | 99,88% | 99,88% |
12/11/2024 | 5,14% | 0,61 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 156 CHF | 35 956 CHF | 100,00% | 100,00% |
11/11/2024 | 5,29% | 0,51 CHF | 0,54 CHF | 60 000 | 60 000 | 59 969 | 59 969 | 33 285 CHF | 35 085 CHF | 100,00% | 100,00% |
08/11/2024 | 4,26% | 0,68 CHF | 0,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 341 CHF | 43 141 CHF | 100,00% | 100,00% |
07/11/2024 | 4,17% | 0,68 CHF | 0,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 286 CHF | 44 086 CHF | 99,67% | 99,67% |