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 | 3,05% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 73 770 | 50 000 | 52 877 CHF | 37 014 CHF | 100,00% | 100,00% |
19/11/2024 | 2,89% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 78 827 | 50 000 | 55 287 CHF | 36 113 CHF | 100,00% | 100,00% |
18/11/2024 | 3,41% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 88 313 | 50 000 | 54 702 CHF | 32 062 CHF | 100,00% | 100,00% |
15/11/2024 | 3,41% | 0,62 CHF | 0,65 CHF | 90 000 | 50 000 | 86 353 | 50 000 | 53 826 CHF | 32 267 CHF | 100,00% | 100,00% |
14/11/2024 | 3,41% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 87 621 | 50 000 | 54 267 CHF | 32 065 CHF | 99,27% | 99,27% |
13/11/2024 | 3,81% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 90 611 | 49 435 | 51 977 CHF | 29 458 CHF | 99,40% | 99,40% |
12/11/2024 | 3,43% | 0,62 CHF | 0,65 CHF | 90 000 | 50 000 | 85 478 | 50 000 | 53 523 CHF | 32 438 CHF | 100,00% | 100,00% |
11/11/2024 | 3,49% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 645 CHF | 30 286 CHF | 100,00% | 100,00% |
08/11/2024 | 3,99% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 102 102 | 50 000 | 50 980 CHF | 26 053 CHF | 88,63% | 88,63% |
07/11/2024 | 4,18% | 0,46 CHF | 0,48 CHF | 106 487 | 50 000 | 104 099 | 49 284 | 50 846 CHF | 25 098 CHF | 70,97% | 70,97% |