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 | 2,98% | 0,38 CHF | 0,39 CHF | 81 657 | 50 000 | 80 868 | 50 000 | 33 202 CHF | 21 154 CHF | 99,00% | 99,00% |
19/11/2024 | 3,83% | 0,39 CHF | 0,41 CHF | 81 032 | 50 000 | 80 903 | 50 000 | 32 302 CHF | 20 745 CHF | 100,00% | 100,00% |
18/11/2024 | 2,89% | 0,45 CHF | 0,46 CHF | 80 000 | 50 000 | 79 764 | 50 000 | 36 872 CHF | 23 792 CHF | 100,00% | 100,00% |
15/11/2024 | 2,15% | 0,51 CHF | 0,52 CHF | 78 995 | 50 000 | 79 135 | 50 000 | 39 484 CHF | 25 489 CHF | 100,00% | 100,00% |
14/11/2024 | 2,26% | 0,50 CHF | 0,51 CHF | 79 005 | 50 000 | 79 158 | 50 000 | 39 637 CHF | 25 612 CHF | 99,22% | 99,22% |
13/11/2024 | 2,43% | 0,45 CHF | 0,47 CHF | 79 801 | 50 000 | 79 369 | 49 710 | 37 100 CHF | 23 814 CHF | 99,36% | 99,36% |
12/11/2024 | 2,16% | 0,49 CHF | 0,51 CHF | 78 709 | 50 000 | 77 330 | 50 000 | 42 630 CHF | 28 172 CHF | 100,00% | 100,00% |
11/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 75 807 | 50 000 | 75 829 | 50 000 | 46 376 CHF | 31 080 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,55 CHF | 0,56 CHF | 76 731 | 50 000 | 76 643 | 50 000 | 41 881 CHF | 27 953 CHF | 100,00% | 100,00% |
07/11/2024 | 3,31% | 0,58 CHF | 0,59 CHF | 76 000 | 50 000 | 77 472 | 48 696 | 40 281 CHF | 26 231 CHF | 98,73% | 98,73% |