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 | 4,06% | 0,67 CHF | 0,70 CHF | 80 000 | 25 000 | 79 278 | 25 000 | 55 170 CHF | 18 124 CHF | 100,00% | 100,00% |
19/11/2024 | 4,02% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 70 505 | 25 000 | 51 549 CHF | 19 033 CHF | 100,00% | 100,00% |
18/11/2024 | 3,76% | 0,72 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 50 934 CHF | 18 887 CHF | 99,63% | 99,63% |
15/11/2024 | 4,03% | 0,72 CHF | 0,75 CHF | 70 000 | 25 000 | 70 558 | 25 000 | 50 757 CHF | 18 726 CHF | 100,00% | 100,00% |
14/11/2024 | 3,85% | 0,71 CHF | 0,74 CHF | 80 000 | 25 000 | 74 162 | 25 000 | 53 113 CHF | 18 616 CHF | 99,44% | 99,44% |
13/11/2024 | 3,74% | 0,72 CHF | 0,75 CHF | 70 000 | 25 000 | 72 195 | 24 964 | 51 915 CHF | 18 650 CHF | 98,88% | 98,88% |
12/11/2024 | 3,82% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 72 092 | 25 000 | 51 935 CHF | 18 720 CHF | 100,00% | 100,00% |
11/11/2024 | 4,25% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 55 257 CHF | 18 018 CHF | 100,00% | 100,00% |
08/11/2024 | 3,94% | 0,70 CHF | 0,73 CHF | 80 000 | 25 000 | 79 234 | 25 000 | 55 519 CHF | 18 227 CHF | 100,00% | 100,00% |
07/11/2024 | 4,51% | 0,69 CHF | 0,72 CHF | 80 000 | 25 000 | 77 451 | 24 376 | 52 509 CHF | 17 262 CHF | 99,06% | 99,06% |