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 | 3,08% | 0,45 CHF | 0,47 CHF | 81 738 | 50 000 | 80 870 | 50 000 | 39 169 CHF | 24 980 CHF | 99,00% | 99,00% |
19/11/2024 | 2,67% | 0,47 CHF | 0,48 CHF | 81 094 | 50 000 | 80 894 | 50 000 | 38 484 CHF | 24 434 CHF | 100,00% | 100,00% |
18/11/2024 | 2,51% | 0,52 CHF | 0,54 CHF | 80 015 | 50 000 | 79 760 | 50 000 | 42 829 CHF | 27 531 CHF | 100,00% | 100,00% |
15/11/2024 | 2,03% | 0,58 CHF | 0,59 CHF | 79 004 | 50 000 | 79 139 | 50 000 | 45 348 CHF | 29 237 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,57 CHF | 0,59 CHF | 79 064 | 50 000 | 79 156 | 50 000 | 45 638 CHF | 29 392 CHF | 99,22% | 99,22% |
13/11/2024 | 2,07% | 0,53 CHF | 0,54 CHF | 79 765 | 50 000 | 79 375 | 49 710 | 43 057 CHF | 27 538 CHF | 99,36% | 99,36% |
12/11/2024 | 1,85% | 0,57 CHF | 0,58 CHF | 78 709 | 50 000 | 77 343 | 50 000 | 48 412 CHF | 31 889 CHF | 100,00% | 100,00% |
11/11/2024 | 1,64% | 0,69 CHF | 0,70 CHF | 75 807 | 50 000 | 75 819 | 50 000 | 52 036 CHF | 34 884 CHF | 100,00% | 100,00% |
08/11/2024 | 2,27% | 0,63 CHF | 0,64 CHF | 76 657 | 50 000 | 76 669 | 50 000 | 47 585 CHF | 31 747 CHF | 100,00% | 100,00% |
07/11/2024 | 2,06% | 0,65 CHF | 0,67 CHF | 75 970 | 50 000 | 77 522 | 48 696 | 46 291 CHF | 29 750 CHF | 98,73% | 98,73% |