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 | 2,97% | 0,35 CHF | 0,36 CHF | 87 884 | 50 000 | 87 927 | 50 000 | 31 275 CHF | 18 318 CHF | 100,00% | 100,00% |
19/11/2024 | 2,98% | 0,38 CHF | 0,40 CHF | 88 145 | 50 000 | 88 650 | 50 000 | 36 177 CHF | 21 019 CHF | 99,40% | 99,40% |
18/11/2024 | 3,25% | 0,38 CHF | 0,40 CHF | 88 497 | 50 000 | 88 718 | 50 000 | 34 487 CHF | 20 075 CHF | 100,00% | 100,00% |
15/11/2024 | 4,04% | 0,44 CHF | 0,45 CHF | 89 666 | 50 000 | 88 474 | 50 000 | 32 618 CHF | 19 167 CHF | 100,00% | 100,00% |
14/11/2024 | 4,69% | 0,33 CHF | 0,34 CHF | 87 683 | 50 000 | 87 835 | 50 000 | 28 708 CHF | 17 126 CHF | 99,52% | 99,52% |
13/11/2024 | 4,43% | 0,32 CHF | 0,34 CHF | 87 226 | 50 000 | 86 608 | 49 383 | 25 316 CHF | 15 090 CHF | 99,32% | 99,32% |
12/11/2024 | 6,21% | 0,27 CHF | 0,28 CHF | 86 165 | 50 000 | 85 334 | 50 000 | 19 004 CHF | 11 844 CHF | 100,00% | 100,00% |
11/11/2024 | 5,11% | 0,24 CHF | 0,25 CHF | 85 488 | 50 000 | 85 444 | 50 000 | 20 782 CHF | 12 799 CHF | 100,00% | 100,00% |
08/11/2024 | 4,40% | 0,25 CHF | 0,26 CHF | 84 917 | 50 000 | 84 968 | 50 000 | 22 078 CHF | 13 574 CHF | 100,00% | 100,00% |
07/11/2024 | 3,90% | 0,30 CHF | 0,31 CHF | 85 554 | 50 000 | 86 174 | 48 444 | 27 089 CHF | 15 854 CHF | 99,13% | 99,13% |