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 | 3,04% | 0,46 CHF | 0,47 CHF | 78 711 | 50 000 | 77 713 | 50 000 | 38 757 CHF | 25 715 CHF | 100,00% | 100,00% |
19/11/2024 | 3,45% | 0,43 CHF | 0,45 CHF | 79 044 | 50 000 | 79 002 | 50 000 | 34 278 CHF | 22 458 CHF | 100,00% | 100,00% |
18/11/2024 | 4,05% | 0,44 CHF | 0,46 CHF | 79 062 | 50 000 | 78 833 | 50 000 | 35 966 CHF | 23 754 CHF | 100,00% | 100,00% |
15/11/2024 | 3,74% | 0,46 CHF | 0,48 CHF | 78 821 | 50 000 | 78 481 | 50 000 | 37 440 CHF | 24 763 CHF | 99,99% | 99,99% |
14/11/2024 | 3,11% | 0,53 CHF | 0,55 CHF | 77 229 | 50 000 | 77 506 | 50 000 | 40 846 CHF | 27 183 CHF | 99,52% | 99,52% |
13/11/2024 | 3,17% | 0,51 CHF | 0,53 CHF | 77 413 | 50 000 | 77 510 | 49 383 | 38 957 CHF | 25 615 CHF | 99,32% | 99,32% |
12/11/2024 | 3,15% | 0,49 CHF | 0,51 CHF | 77 678 | 50 000 | 77 642 | 50 000 | 38 354 CHF | 25 491 CHF | 100,00% | 100,00% |
11/11/2024 | 3,07% | 0,51 CHF | 0,53 CHF | 77 032 | 50 000 | 76 395 | 50 000 | 41 217 CHF | 27 827 CHF | 100,00% | 100,00% |
08/11/2024 | 3,09% | 0,48 CHF | 0,50 CHF | 77 139 | 50 000 | 77 033 | 50 000 | 37 213 CHF | 24 911 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,47 CHF | 0,48 CHF | 77 405 | 50 000 | 77 392 | 48 444 | 37 274 CHF | 24 125 CHF | 99,12% | 99,12% |