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 | 2,06% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 53 624 | 50 000 | 53 721 CHF | 51 219 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 56 357 | 50 000 | 55 619 CHF | 50 443 CHF | 100,00% | 100,00% |
18/11/2024 | 2,27% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 312 CHF | 46 299 CHF | 100,00% | 100,00% |
15/11/2024 | 2,27% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 564 CHF | 46 515 CHF | 100,00% | 100,00% |
14/11/2024 | 2,25% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 387 CHF | 46 351 CHF | 99,27% | 99,27% |
13/11/2024 | 2,44% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 259 | 49 435 | 51 806 CHF | 43 547 CHF | 99,40% | 99,40% |
12/11/2024 | 2,29% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 717 CHF | 46 652 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 309 CHF | 44 615 CHF | 100,00% | 100,00% |
08/11/2024 | 2,54% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 68 853 | 50 000 | 54 056 CHF | 40 312 CHF | 100,00% | 100,00% |
07/11/2024 | 2,77% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 722 | 54 325 CHF | 38 850 CHF | 98,89% | 98,89% |