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 | 3,01% | 0,59 CHF | 0,61 CHF | 78 769 | 50 000 | 77 713 | 50 000 | 42 418 CHF | 28 115 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,61 CHF | 0,63 CHF | 79 044 | 50 000 | 79 001 | 50 000 | 48 261 CHF | 31 355 CHF | 100,00% | 100,00% |
18/11/2024 | 2,73% | 0,61 CHF | 0,62 CHF | 79 112 | 50 000 | 78 831 | 50 000 | 46 407 CHF | 30 246 CHF | 100,00% | 100,00% |
15/11/2024 | 3,33% | 0,59 CHF | 0,60 CHF | 78 821 | 50 000 | 78 452 | 50 000 | 44 543 CHF | 29 345 CHF | 100,00% | 100,00% |
14/11/2024 | 3,42% | 0,52 CHF | 0,53 CHF | 77 229 | 50 000 | 77 528 | 50 000 | 40 547 CHF | 27 060 CHF | 99,52% | 99,52% |
13/11/2024 | 3,21% | 0,54 CHF | 0,56 CHF | 77 452 | 50 000 | 77 506 | 49 383 | 42 410 CHF | 27 895 CHF | 99,32% | 99,32% |
12/11/2024 | 3,19% | 0,56 CHF | 0,57 CHF | 77 678 | 50 000 | 77 657 | 50 000 | 43 179 CHF | 28 700 CHF | 100,00% | 100,00% |
11/11/2024 | 3,39% | 0,54 CHF | 0,56 CHF | 77 106 | 50 000 | 76 396 | 50 000 | 38 999 CHF | 26 399 CHF | 100,00% | 100,00% |
08/11/2024 | 2,23% | 0,57 CHF | 0,58 CHF | 77 100 | 50 000 | 77 049 | 50 000 | 44 056 CHF | 29 234 CHF | 100,00% | 100,00% |
07/11/2024 | 3,01% | 0,59 CHF | 0,61 CHF | 77 471 | 50 000 | 77 359 | 48 444 | 44 282 CHF | 28 536 CHF | 99,12% | 99,12% |