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 | 4,75% | 0,86 CHF | 0,90 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 49 334 CHF | 51 734 CHF | 100,00% | 100,00% |
19/11/2024 | 4,19% | 0,91 CHF | 0,95 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 56 163 CHF | 58 563 CHF | 100,00% | 100,00% |
18/11/2024 | 4,34% | 0,88 CHF | 0,92 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 54 096 CHF | 56 496 CHF | 98,99% | 98,99% |
15/11/2024 | 4,69% | 0,89 CHF | 0,93 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 49 945 CHF | 52 345 CHF | 100,00% | 100,00% |
14/11/2024 | 4,90% | 0,77 CHF | 0,81 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 47 849 CHF | 50 249 CHF | 100,00% | 100,00% |
13/11/2024 | 4,72% | 0,83 CHF | 0,87 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 49 621 CHF | 52 021 CHF | 99,87% | 99,87% |
12/11/2024 | 5,53% | 0,73 CHF | 0,77 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 170 CHF | 44 570 CHF | 100,00% | 100,00% |
11/11/2024 | 5,43% | 0,71 CHF | 0,75 CHF | 60 000 | 60 000 | 59 973 | 59 973 | 43 021 CHF | 45 421 CHF | 100,00% | 100,00% |
08/11/2024 | 4,94% | 0,78 CHF | 0,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 47 375 CHF | 49 775 CHF | 100,00% | 100,00% |
07/11/2024 | 4,83% | 0,80 CHF | 0,84 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 496 CHF | 50 896 CHF | 99,67% | 99,67% |