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 | 7,19% | 0,27 CHF | 0,29 CHF | 78 769 | 50 000 | 77 713 | 50 000 | 17 550 CHF | 12 115 CHF | 100,00% | 100,00% |
19/11/2024 | 5,47% | 0,29 CHF | 0,31 CHF | 79 044 | 50 000 | 79 001 | 50 000 | 22 981 CHF | 15 355 CHF | 100,00% | 100,00% |
18/11/2024 | 6,19% | 0,28 CHF | 0,30 CHF | 79 130 | 50 000 | 78 834 | 50 000 | 21 117 CHF | 14 246 CHF | 100,00% | 100,00% |
15/11/2024 | 7,48% | 0,27 CHF | 0,28 CHF | 78 821 | 50 000 | 78 452 | 50 000 | 19 438 CHF | 13 345 CHF | 100,00% | 100,00% |
14/11/2024 | 8,59% | 0,20 CHF | 0,21 CHF | 77 229 | 50 000 | 77 528 | 50 000 | 15 738 CHF | 11 060 CHF | 99,52% | 99,52% |
13/11/2024 | 7,57% | 0,22 CHF | 0,24 CHF | 77 452 | 50 000 | 77 506 | 49 383 | 17 607 CHF | 12 092 CHF | 99,32% | 99,32% |
12/11/2024 | 7,35% | 0,24 CHF | 0,25 CHF | 77 678 | 50 000 | 77 657 | 50 000 | 18 329 CHF | 12 700 CHF | 100,00% | 100,00% |
11/11/2024 | 8,88% | 0,22 CHF | 0,24 CHF | 77 106 | 50 000 | 76 396 | 50 000 | 14 552 CHF | 10 399 CHF | 100,00% | 100,00% |
08/11/2024 | 6,95% | 0,25 CHF | 0,26 CHF | 77 139 | 50 000 | 77 030 | 50 000 | 19 021 CHF | 13 234 CHF | 100,00% | 100,00% |
07/11/2024 | 6,14% | 0,27 CHF | 0,28 CHF | 77 405 | 50 000 | 77 392 | 48 444 | 19 536 CHF | 12 956 CHF | 99,12% | 99,12% |