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 | 8,43% | 0,28 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 645 CHF | 22 445 CHF | 100,00% | 100,00% |
19/11/2024 | 8,93% | 0,37 CHF | 0,40 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 19 358 CHF | 21 158 CHF | 100,00% | 100,00% |
18/11/2024 | 7,17% | 0,44 CHF | 0,47 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 24 261 CHF | 26 061 CHF | 98,95% | 98,95% |
15/11/2024 | 6,73% | 0,34 CHF | 0,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 068 CHF | 27 868 CHF | 100,00% | 100,00% |
14/11/2024 | 5,12% | 0,60 CHF | 0,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 34 237 CHF | 36 037 CHF | 100,00% | 100,00% |
13/11/2024 | 5,17% | 0,56 CHF | 0,59 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 974 CHF | 35 774 CHF | 99,86% | 99,86% |
12/11/2024 | 4,01% | 0,65 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 649 CHF | 38 149 CHF | 100,00% | 100,00% |
11/11/2024 | 3,47% | 0,85 CHF | 0,88 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 51 103 CHF | 52 903 CHF | 100,00% | 100,00% |
08/11/2024 | 4,19% | 0,71 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 099 CHF | 36 599 CHF | 100,00% | 100,00% |
07/11/2024 | 3,56% | 0,85 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 459 CHF | 42 959 CHF | 99,68% | 99,68% |