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 | 2,07% | 0,51 CHF | 0,52 CHF | 81 576 | 50 000 | 80 858 | 50 000 | 38 765 CHF | 24 466 CHF | 99,00% | 99,00% |
19/11/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 81 094 | 50 000 | 80 905 | 50 000 | 39 703 CHF | 25 066 CHF | 100,00% | 100,00% |
18/11/2024 | 2,70% | 0,44 CHF | 0,45 CHF | 79 954 | 50 000 | 79 780 | 50 000 | 34 125 CHF | 21 969 CHF | 100,00% | 100,00% |
15/11/2024 | 2,91% | 0,39 CHF | 0,40 CHF | 79 004 | 50 000 | 79 139 | 50 000 | 31 283 CHF | 20 348 CHF | 100,00% | 100,00% |
14/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 79 064 | 50 000 | 79 166 | 50 000 | 31 148 CHF | 20 170 CHF | 99,22% | 99,22% |
13/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 79 765 | 50 000 | 79 374 | 49 710 | 33 919 CHF | 21 746 CHF | 99,36% | 99,36% |
12/11/2024 | 3,61% | 0,40 CHF | 0,41 CHF | 78 709 | 50 000 | 77 324 | 50 000 | 26 604 CHF | 17 828 CHF | 100,00% | 100,00% |
11/11/2024 | 5,06% | 0,28 CHF | 0,29 CHF | 75 807 | 50 000 | 75 820 | 50 000 | 21 509 CHF | 14 920 CHF | 100,00% | 100,00% |
08/11/2024 | 3,52% | 0,35 CHF | 0,36 CHF | 76 731 | 50 000 | 76 643 | 50 000 | 26 900 CHF | 18 176 CHF | 100,00% | 100,00% |
07/11/2024 | 4,53% | 0,32 CHF | 0,33 CHF | 76 000 | 50 000 | 77 472 | 48 696 | 28 874 CHF | 18 911 CHF | 98,73% | 98,73% |