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 | 1,14% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 125 CHF | 43 937 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 084 CHF | 43 903 CHF | 99,40% | 99,40% |
18/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 410 | 50 000 | 51 723 CHF | 43 319 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 68 432 | 50 000 | 56 465 CHF | 41 773 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 62 099 | 50 000 | 52 181 CHF | 42 533 CHF | 99,52% | 99,52% |
13/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 63 858 | 49 704 | 53 506 CHF | 42 198 CHF | 99,32% | 99,32% |
12/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 048 CHF | 45 540 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 227 CHF | 46 522 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 409 CHF | 44 174 CHF | 100,00% | 100,00% |
07/11/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 48 703 | 52 131 CHF | 42 826 CHF | 99,13% | 99,13% |