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 | 1,96% | 0,53 CHF | 0,54 CHF | 81 738 | 50 000 | 80 882 | 50 000 | 45 253 CHF | 28 535 CHF | 99,00% | 99,00% |
19/11/2024 | 1,93% | 0,54 CHF | 0,55 CHF | 81 094 | 50 000 | 80 905 | 50 000 | 44 383 CHF | 27 968 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 0,60 CHF | 0,61 CHF | 79 954 | 50 000 | 79 780 | 50 000 | 48 714 CHF | 31 114 CHF | 100,00% | 100,00% |
15/11/2024 | 2,18% | 0,65 CHF | 0,67 CHF | 78 995 | 50 000 | 79 128 | 50 000 | 51 015 CHF | 32 948 CHF | 100,00% | 100,00% |
14/11/2024 | 1,98% | 0,65 CHF | 0,66 CHF | 79 005 | 50 000 | 79 154 | 50 000 | 51 275 CHF | 33 039 CHF | 99,22% | 99,22% |
13/11/2024 | 2,26% | 0,60 CHF | 0,61 CHF | 79 801 | 50 000 | 79 378 | 49 710 | 48 709 CHF | 31 208 CHF | 99,36% | 99,36% |
12/11/2024 | 1,90% | 0,64 CHF | 0,65 CHF | 78 767 | 50 000 | 77 106 | 50 000 | 53 574 CHF | 35 419 CHF | 84,34% | 84,34% |
11/11/2024 | 1,66% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 037 CHF | 38 518 CHF | 100,00% | 100,00% |
08/11/2024 | 1,66% | 0,70 CHF | 0,71 CHF | 76 670 | 50 000 | 76 703 | 50 000 | 53 209 CHF | 35 267 CHF | 93,30% | 93,30% |
07/11/2024 | 1,71% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 76 498 | 48 688 | 51 087 CHF | 33 186 CHF | 98,13% | 98,13% |