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 | 3,21% | 0,54 CHF | 0,55 CHF | 78 769 | 50 000 | 77 703 | 50 000 | 44 969 CHF | 29 885 CHF | 100,00% | 100,00% |
19/11/2024 | 3,63% | 0,51 CHF | 0,53 CHF | 78 976 | 50 000 | 79 015 | 50 000 | 40 605 CHF | 26 645 CHF | 100,00% | 100,00% |
18/11/2024 | 3,45% | 0,52 CHF | 0,54 CHF | 79 062 | 50 000 | 78 833 | 50 000 | 42 272 CHF | 27 754 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,54 CHF | 0,56 CHF | 78 821 | 50 000 | 78 477 | 50 000 | 44 122 CHF | 28 855 CHF | 99,99% | 99,99% |
14/11/2024 | 3,01% | 0,61 CHF | 0,63 CHF | 77 229 | 50 000 | 77 517 | 50 000 | 47 053 CHF | 31 279 CHF | 99,52% | 99,52% |
13/11/2024 | 3,10% | 0,59 CHF | 0,61 CHF | 77 452 | 50 000 | 77 510 | 49 383 | 45 158 CHF | 29 676 CHF | 99,32% | 99,32% |
12/11/2024 | 2,72% | 0,57 CHF | 0,59 CHF | 77 678 | 50 000 | 77 642 | 50 000 | 44 565 CHF | 29 491 CHF | 100,00% | 100,00% |
11/11/2024 | 2,68% | 0,59 CHF | 0,61 CHF | 77 032 | 50 000 | 76 395 | 50 000 | 47 328 CHF | 31 827 CHF | 100,00% | 100,00% |
08/11/2024 | 3,09% | 0,57 CHF | 0,58 CHF | 77 139 | 50 000 | 77 030 | 50 000 | 43 547 CHF | 29 154 CHF | 100,00% | 100,00% |
07/11/2024 | 3,34% | 0,55 CHF | 0,56 CHF | 77 471 | 50 000 | 77 378 | 48 444 | 43 459 CHF | 28 156 CHF | 99,12% | 99,12% |