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 | 2,77% | 0,31 CHF | 0,32 CHF | 80 199 | 20 000 | 79 482 | 20 000 | 28 525 CHF | 7 381 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,34 CHF | 0,35 CHF | 79 548 | 20 000 | 80 021 | 20 000 | 24 572 CHF | 6 343 CHF | 100,00% | 100,00% |
18/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 80 045 | 20 000 | 80 347 | 20 000 | 25 046 CHF | 6 436 CHF | 100,00% | 100,00% |
15/11/2024 | 2,67% | 0,33 CHF | 0,34 CHF | 80 207 | 20 000 | 79 670 | 20 000 | 29 565 CHF | 7 625 CHF | 100,00% | 100,00% |
14/11/2024 | 2,51% | 0,46 CHF | 0,47 CHF | 78 418 | 20 000 | 79 391 | 20 000 | 31 413 CHF | 8 117 CHF | 99,44% | 99,44% |
13/11/2024 | 3,46% | 0,30 CHF | 0,31 CHF | 80 409 | 20 000 | 80 357 | 19 804 | 23 288 CHF | 5 947 CHF | 98,88% | 98,88% |
12/11/2024 | 2,64% | 0,32 CHF | 0,33 CHF | 79 701 | 20 000 | 79 023 | 20 000 | 29 627 CHF | 7 700 CHF | 100,00% | 100,00% |
11/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 77 167 | 20 000 | 76 847 | 20 000 | 40 083 CHF | 10 632 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 77 182 | 20 000 | 76 764 | 20 000 | 37 211 CHF | 9 899 CHF | 100,00% | 100,00% |
07/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 75 687 | 20 000 | 75 343 | 19 351 | 45 942 CHF | 12 017 CHF | 99,06% | 99,06% |