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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,88% | 0,37 CHF | 0,39 CHF | 71 396 | 25 000 | 71 425 | 25 000 | 28 353 CHF | 10 310 CHF | 100,00% | 100,00% |
20/11/2024 | 3,68% | 0,47 CHF | 0,48 CHF | 71 845 | 25 000 | 71 082 | 25 000 | 28 997 CHF | 10 576 CHF | 100,00% | 100,00% |
19/11/2024 | 3,52% | 0,44 CHF | 0,46 CHF | 71 174 | 25 000 | 71 515 | 25 000 | 33 041 CHF | 11 960 CHF | 100,00% | 100,00% |
18/11/2024 | 4,45% | 0,39 CHF | 0,40 CHF | 70 866 | 25 000 | 70 549 | 25 000 | 24 671 CHF | 9 130 CHF | 93,88% | 93,88% |
15/11/2024 | 4,86% | 0,28 CHF | 0,29 CHF | 69 899 | 25 000 | 70 117 | 25 000 | 21 144 CHF | 7 910 CHF | 100,00% | 100,00% |
14/11/2024 | 3,33% | 0,47 CHF | 0,48 CHF | 71 918 | 25 000 | 71 826 | 25 000 | 32 059 CHF | 11 532 CHF | 99,22% | 99,22% |
13/11/2024 | 2,90% | 0,50 CHF | 0,52 CHF | 72 044 | 25 000 | 71 969 | 24 942 | 36 116 CHF | 12 880 CHF | 99,36% | 99,36% |
12/11/2024 | 4,63% | 0,49 CHF | 0,51 CHF | 71 794 | 25 000 | 70 021 | 25 000 | 23 900 CHF | 8 916 CHF | 100,00% | 100,00% |
11/11/2024 | 5,25% | 0,23 CHF | 0,26 CHF | 68 667 | 25 000 | 68 881 | 25 000 | 17 783 CHF | 6 803 CHF | 51,87% | 100,00% |
08/11/2024 | 6,66% | 0,34 CHF | 0,37 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 4 643 CHF | 4 961 CHF | 86,95% | 86,95% |