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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,98 CHF | - CHF | 60 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 1,05% | 0,96 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 060 CHF | 48 050 CHF | 14,13% | 100,00% |
19/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 028 CHF | 46 357 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 738 CHF | 47 781 CHF | 94,79% | 94,79% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 673 CHF | 48 561 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 030 CHF | 48 025 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 49 520 | 54 010 CHF | 45 072 CHF | 98,88% | 98,88% |
12/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 302 CHF | 46 585 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 588 CHF | 46 823 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 137 CHF | 45 614 CHF | 100,00% | 100,00% |