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 | 2,47% | 0,93 CHF | 0,95 CHF | 60 000 | 20 000 | 56 473 | 20 000 | 54 778 CHF | 19 928 CHF | 100,00% | 100,00% |
19/11/2024 | 2,42% | 0,94 CHF | 0,96 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 619 CHF | 18 994 CHF | 100,00% | 100,00% |
18/11/2024 | 2,89% | 0,94 CHF | 0,96 CHF | 60 000 | 20 000 | 60 000 | 17 243 | 55 447 CHF | 16 392 CHF | 100,00% | 100,00% |
15/11/2024 | 2,31% | 0,96 CHF | 0,99 CHF | 60 000 | 20 000 | 59 739 | 20 000 | 58 392 CHF | 20 007 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 1,02 CHF | 1,05 CHF | 50 000 | 20 000 | 52 328 | 20 000 | 52 698 CHF | 20 598 CHF | 99,22% | 99,22% |
13/11/2024 | 2,46% | 0,96 CHF | 0,99 CHF | 60 000 | 20 000 | 60 000 | 19 750 | 56 198 CHF | 18 963 CHF | 99,36% | 99,36% |
12/11/2024 | 2,24% | 0,96 CHF | 0,98 CHF | 60 000 | 20 000 | 56 232 | 20 000 | 55 658 CHF | 20 262 CHF | 100,00% | 100,00% |
11/11/2024 | 2,08% | 1,03 CHF | 1,05 CHF | 50 000 | 20 000 | 50 190 | 20 000 | 54 322 CHF | 22 108 CHF | 100,00% | 100,00% |
08/11/2024 | 2,38% | 1,03 CHF | 1,05 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 51 218 CHF | 20 981 CHF | 100,00% | 100,00% |
07/11/2024 | 2,36% | 1,00 CHF | 1,02 CHF | 50 000 | 20 000 | 51 108 | 19 349 | 51 389 CHF | 19 956 CHF | 98,73% | 98,73% |