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 | 6,46% | 0,65 CHF | 0,82 CHF | 80 000 | 5 000 | 65 780 | 2 433 | 53 538 CHF | 2 116 CHF | 78,03% | 99,63% |
19/11/2024 | 5,17% | 0,93 CHF | 0,96 CHF | 60 000 | 5 000 | 60 520 | 2 980 | 54 282 CHF | 2 796 CHF | 99,64% | 99,64% |
18/11/2024 | 9,33% | 0,70 CHF | 0,72 CHF | 80 000 | 5 000 | 108 701 | 2 984 | 52 573 CHF | 1 662 CHF | 98,82% | 98,82% |
15/11/2024 | 5,34% | 0,65 CHF | 0,67 CHF | 80 000 | 5 000 | 65 247 | 3 015 | 54 504 CHF | 2 600 CHF | 96,19% | 96,19% |
14/11/2024 | 5,47% | 1,01 CHF | 1,04 CHF | 50 000 | 5 000 | 62 180 | 2 980 | 53 705 CHF | 2 832 CHF | 99,63% | 99,63% |
13/11/2024 | 4,14% | 0,77 CHF | 0,79 CHF | 70 000 | 5 000 | 51 584 | 3 004 | 57 091 CHF | 3 380 CHF | 97,27% | 97,27% |
12/11/2024 | 4,40% | 0,98 CHF | 1,01 CHF | 60 000 | 5 000 | 50 944 | 2 980 | 55 492 CHF | 3 418 CHF | 99,56% | 99,56% |
11/11/2024 | 3,04% | 1,34 CHF | 1,37 CHF | 40 000 | 5 000 | 35 597 | 2 874 | 57 377 CHF | 4 654 CHF | 99,63% | 99,63% |
08/11/2024 | 2,31% | 2,06 CHF | 2,08 CHF | 30 000 | 5 000 | 30 000 | 2 880 | 65 444 CHF | 6 327 CHF | 99,37% | 99,37% |
07/11/2024 | 3,16% | 1,97 CHF | 2,00 CHF | 30 000 | 5 000 | 37 829 | 2 984 | 59 047 CHF | 5 020 CHF | 99,63% | 99,63% |