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 | 3,03% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 78 931 | 50 000 | 54 634 CHF | 35 694 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,65 CHF | 0,67 CHF | 80 000 | 50 000 | 79 912 | 50 000 | 54 012 CHF | 34 903 CHF | 100,00% | 100,00% |
18/11/2024 | 3,48% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 489 CHF | 30 769 CHF | 100,00% | 100,00% |
15/11/2024 | 3,48% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 89 950 | 50 000 | 53 840 CHF | 30 988 CHF | 100,00% | 100,00% |
14/11/2024 | 3,44% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 89 859 | 50 000 | 53 537 CHF | 30 835 CHF | 99,27% | 99,27% |
13/11/2024 | 3,87% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 97 306 | 49 435 | 53 385 CHF | 28 202 CHF | 99,40% | 99,40% |
12/11/2024 | 3,46% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 89 702 | 50 000 | 53 931 CHF | 31 125 CHF | 100,00% | 100,00% |
11/11/2024 | 3,68% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 92 488 | 50 000 | 51 830 CHF | 29 091 CHF | 100,00% | 100,00% |
08/11/2024 | 4,29% | 0,53 CHF | 0,56 CHF | 100 000 | 50 000 | 104 629 | 50 000 | 49 165 CHF | 24 560 CHF | 83,69% | 83,69% |
07/11/2024 | 4,70% | 0,44 CHF | 0,46 CHF | 106 312 | 50 000 | 106 068 | 48 764 | 49 318 CHF | 23 744 CHF | 98,71% | 98,71% |