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 | 5,24% | 0,40 CHF | 0,41 CHF | 78 769 | 50 000 | 77 703 | 50 000 | 27 384 CHF | 18 558 CHF | 100,00% | 100,00% |
19/11/2024 | 4,45% | 0,42 CHF | 0,44 CHF | 78 976 | 50 000 | 79 015 | 50 000 | 32 961 CHF | 21 803 CHF | 100,00% | 100,00% |
18/11/2024 | 4,66% | 0,41 CHF | 0,43 CHF | 79 062 | 50 000 | 78 833 | 50 000 | 31 135 CHF | 20 687 CHF | 100,00% | 100,00% |
15/11/2024 | 4,74% | 0,39 CHF | 0,41 CHF | 78 821 | 50 000 | 78 481 | 50 000 | 29 413 CHF | 19 645 CHF | 99,99% | 99,99% |
14/11/2024 | 3,92% | 0,32 CHF | 0,34 CHF | 77 264 | 50 000 | 77 510 | 50 000 | 25 674 CHF | 17 221 CHF | 99,52% | 99,52% |
13/11/2024 | 4,07% | 0,35 CHF | 0,36 CHF | 77 452 | 50 000 | 77 505 | 49 383 | 27 487 CHF | 18 234 CHF | 99,32% | 99,32% |
12/11/2024 | 4,75% | 0,36 CHF | 0,38 CHF | 77 556 | 50 000 | 77 644 | 50 000 | 28 265 CHF | 19 084 CHF | 100,00% | 100,00% |
11/11/2024 | 5,52% | 0,35 CHF | 0,36 CHF | 77 080 | 50 000 | 76 397 | 50 000 | 24 304 CHF | 16 795 CHF | 100,00% | 100,00% |
08/11/2024 | 5,11% | 0,37 CHF | 0,39 CHF | 77 100 | 50 000 | 77 054 | 50 000 | 28 870 CHF | 19 716 CHF | 100,00% | 100,00% |
07/11/2024 | 4,52% | 0,39 CHF | 0,41 CHF | 77 405 | 50 000 | 77 373 | 48 444 | 29 208 CHF | 19 088 CHF | 99,12% | 99,12% |