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 | 2,36% | 0,96 CHF | 0,98 CHF | 57 281 | 20 000 | 52 671 | 20 000 | 53 047 CHF | 20 671 CHF | 100,00% | 100,00% |
19/11/2024 | 2,38% | 0,97 CHF | 0,99 CHF | 56 743 | 20 000 | 56 545 | 20 000 | 54 100 CHF | 19 613 CHF | 100,00% | 100,00% |
18/11/2024 | 2,96% | 0,97 CHF | 1,00 CHF | 56 966 | 20 000 | 57 419 | 17 243 | 54 763 CHF | 16 936 CHF | 100,00% | 100,00% |
15/11/2024 | 2,35% | 1,00 CHF | 1,02 CHF | 56 459 | 20 000 | 50 456 | 20 000 | 51 207 CHF | 20 784 CHF | 99,09% | 99,09% |
14/11/2024 | 2,26% | 1,07 CHF | 1,09 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 450 CHF | 21 460 CHF | 99,22% | 99,22% |
13/11/2024 | 2,33% | 1,00 CHF | 1,02 CHF | 56 498 | 20 000 | 56 942 | 19 720 | 54 948 CHF | 19 489 CHF | 88,61% | 88,61% |
12/11/2024 | 2,20% | 0,99 CHF | 1,02 CHF | 56 389 | 20 000 | 50 455 | 20 000 | 51 928 CHF | 21 049 CHF | 100,00% | 100,00% |
11/11/2024 | 2,71% | 1,07 CHF | 1,10 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 659 CHF | 23 287 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 1,08 CHF | 1,10 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 53 408 CHF | 21 831 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 1,04 CHF | 1,06 CHF | 50 000 | 20 000 | 50 015 | 19 969 | 52 539 CHF | 21 438 CHF | 93,75% | 93,75% |