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 | 3,82% | 0,26 CHF | 0,27 CHF | 81 738 | 50 000 | 80 882 | 50 000 | 23 696 CHF | 15 223 CHF | 99,00% | 99,00% |
19/11/2024 | 3,78% | 0,28 CHF | 0,29 CHF | 81 032 | 50 000 | 80 903 | 50 000 | 23 041 CHF | 14 791 CHF | 100,00% | 100,00% |
18/11/2024 | 3,18% | 0,33 CHF | 0,34 CHF | 80 015 | 50 000 | 79 769 | 50 000 | 27 586 CHF | 17 850 CHF | 100,00% | 100,00% |
15/11/2024 | 3,43% | 0,39 CHF | 0,40 CHF | 79 004 | 50 000 | 79 133 | 50 000 | 30 051 CHF | 19 652 CHF | 100,00% | 100,00% |
14/11/2024 | 3,69% | 0,38 CHF | 0,39 CHF | 79 064 | 50 000 | 79 144 | 50 000 | 30 248 CHF | 19 830 CHF | 99,22% | 99,22% |
13/11/2024 | 3,90% | 0,34 CHF | 0,35 CHF | 79 747 | 50 000 | 79 386 | 49 710 | 27 688 CHF | 18 029 CHF | 99,36% | 99,36% |
12/11/2024 | 2,89% | 0,38 CHF | 0,39 CHF | 78 709 | 50 000 | 77 324 | 50 000 | 33 504 CHF | 22 304 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 75 807 | 50 000 | 75 792 | 50 000 | 37 617 CHF | 25 317 CHF | 100,00% | 100,00% |
08/11/2024 | 2,67% | 0,43 CHF | 0,45 CHF | 76 731 | 50 000 | 76 666 | 50 000 | 32 891 CHF | 22 035 CHF | 100,00% | 100,00% |
07/11/2024 | 2,66% | 0,46 CHF | 0,47 CHF | 76 000 | 50 000 | 77 481 | 48 696 | 31 517 CHF | 20 405 CHF | 98,73% | 98,73% |