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 | 2,14% | 0,41 CHF | 0,42 CHF | 80 281 | 20 000 | 79 473 | 20 000 | 36 897 CHF | 9 489 CHF | 100,00% | 100,00% |
19/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 79 602 | 20 000 | 80 026 | 20 000 | 32 964 CHF | 8 440 CHF | 100,00% | 100,00% |
18/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 80 072 | 20 000 | 80 346 | 20 000 | 33 459 CHF | 8 530 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 0,44 CHF | 0,45 CHF | 80 216 | 20 000 | 79 657 | 20 000 | 37 922 CHF | 9 724 CHF | 100,00% | 100,00% |
14/11/2024 | 1,99% | 0,56 CHF | 0,57 CHF | 78 478 | 20 000 | 79 390 | 20 000 | 39 719 CHF | 10 210 CHF | 99,44% | 99,44% |
13/11/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 80 327 | 20 000 | 80 368 | 19 804 | 31 766 CHF | 8 036 CHF | 98,88% | 98,88% |
12/11/2024 | 2,07% | 0,43 CHF | 0,44 CHF | 79 710 | 20 000 | 79 019 | 20 000 | 37 804 CHF | 9 770 CHF | 100,00% | 100,00% |
11/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 77 142 | 20 000 | 76 847 | 20 000 | 47 975 CHF | 12 686 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 77 302 | 20 000 | 76 755 | 20 000 | 45 254 CHF | 11 996 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,72 CHF | 0,73 CHF | 75 341 | 20 000 | 74 393 | 16 041 | 51 838 CHF | 11 405 CHF | 16,25% | 16,25% |