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 | 2,84% | 0,49 CHF | 0,51 CHF | 87 827 | 50 000 | 87 928 | 50 000 | 44 081 CHF | 25 784 CHF | 100,00% | 100,00% |
19/11/2024 | 2,19% | 0,53 CHF | 0,55 CHF | 88 127 | 50 000 | 88 640 | 50 000 | 49 373 CHF | 28 466 CHF | 99,40% | 99,40% |
18/11/2024 | 2,35% | 0,53 CHF | 0,55 CHF | 88 497 | 50 000 | 88 718 | 50 000 | 47 795 CHF | 27 575 CHF | 100,00% | 100,00% |
15/11/2024 | 2,09% | 0,59 CHF | 0,60 CHF | 89 666 | 50 000 | 88 458 | 50 000 | 45 882 CHF | 26 467 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,47 CHF | 0,49 CHF | 87 683 | 50 000 | 87 830 | 50 000 | 41 821 CHF | 24 341 CHF | 99,52% | 99,52% |
13/11/2024 | 2,97% | 0,47 CHF | 0,49 CHF | 87 226 | 50 000 | 86 608 | 49 383 | 38 298 CHF | 22 498 CHF | 99,32% | 99,32% |
12/11/2024 | 3,75% | 0,42 CHF | 0,43 CHF | 86 165 | 50 000 | 85 334 | 50 000 | 31 804 CHF | 19 344 CHF | 100,00% | 100,00% |
11/11/2024 | 3,19% | 0,39 CHF | 0,40 CHF | 85 488 | 50 000 | 85 444 | 50 000 | 33 599 CHF | 20 298 CHF | 100,00% | 100,00% |
08/11/2024 | 3,41% | 0,39 CHF | 0,41 CHF | 84 917 | 50 000 | 84 967 | 50 000 | 34 475 CHF | 20 991 CHF | 100,00% | 100,00% |
07/11/2024 | 3,31% | 0,44 CHF | 0,46 CHF | 85 613 | 50 000 | 86 171 | 48 444 | 39 746 CHF | 23 121 CHF | 99,13% | 99,13% |