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 | 4,52% | 0,30 CHF | 0,32 CHF | 78 652 | 50 000 | 77 697 | 50 000 | 26 648 CHF | 17 942 CHF | 100,00% | 100,00% |
19/11/2024 | 5,73% | 0,28 CHF | 0,29 CHF | 78 940 | 50 000 | 79 002 | 50 000 | 21 929 CHF | 14 697 CHF | 100,00% | 100,00% |
18/11/2024 | 4,56% | 0,29 CHF | 0,30 CHF | 79 062 | 50 000 | 78 846 | 50 000 | 23 822 CHF | 15 813 CHF | 100,00% | 100,00% |
15/11/2024 | 5,76% | 0,31 CHF | 0,32 CHF | 78 821 | 50 000 | 78 452 | 50 000 | 25 344 CHF | 17 114 CHF | 100,00% | 100,00% |
14/11/2024 | 4,84% | 0,38 CHF | 0,39 CHF | 77 229 | 50 000 | 77 528 | 50 000 | 28 589 CHF | 19 351 CHF | 99,52% | 99,52% |
13/11/2024 | 5,04% | 0,35 CHF | 0,37 CHF | 77 452 | 50 000 | 77 506 | 49 383 | 26 747 CHF | 17 919 CHF | 99,32% | 99,32% |
12/11/2024 | 5,23% | 0,34 CHF | 0,35 CHF | 77 678 | 50 000 | 77 657 | 50 000 | 26 090 CHF | 17 700 CHF | 100,00% | 100,00% |
11/11/2024 | 3,99% | 0,36 CHF | 0,37 CHF | 77 080 | 50 000 | 76 392 | 50 000 | 29 331 CHF | 19 983 CHF | 100,00% | 100,00% |
08/11/2024 | 5,86% | 0,33 CHF | 0,35 CHF | 77 100 | 50 000 | 77 054 | 50 000 | 25 095 CHF | 17 267 CHF | 100,00% | 100,00% |
07/11/2024 | 5,28% | 0,31 CHF | 0,33 CHF | 77 405 | 50 000 | 77 373 | 48 444 | 25 146 CHF | 16 613 CHF | 99,12% | 99,12% |