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 | 2,25% | 0,78 CHF | 0,85 CHF | 70 000 | 25 000 | 65 675 | 25 000 | 54 750 CHF | 21 333 CHF | 14,13% | 100,00% |
19/11/2024 | 2,33% | 0,79 CHF | 0,81 CHF | 70 000 | 25 000 | 69 838 | 25 000 | 54 664 CHF | 20 033 CHF | 99,99% | 99,99% |
18/11/2024 | 2,69% | 0,86 CHF | 0,88 CHF | 60 000 | 25 000 | 63 932 | 23 897 | 53 671 CHF | 20 613 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,83 CHF | 0,85 CHF | 70 000 | 25 000 | 60 740 | 24 970 | 52 396 CHF | 22 008 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,85 CHF | 0,87 CHF | 60 000 | 25 000 | 66 416 | 25 000 | 53 263 CHF | 20 585 CHF | 94,67% | 94,67% |
13/11/2024 | 2,48% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 72 985 | 49 418 | 52 777 CHF | 36 655 CHF | 99,25% | 99,25% |
12/11/2024 | 2,38% | 0,68 CHF | 0,70 CHF | 80 000 | 25 000 | 71 501 | 25 000 | 52 990 CHF | 18 996 CHF | 98,32% | 98,32% |
11/11/2024 | 2,10% | 0,85 CHF | 0,87 CHF | 60 000 | 25 000 | 60 189 | 25 000 | 52 014 CHF | 22 066 CHF | 100,00% | 100,00% |
08/11/2024 | 2,46% | 0,84 CHF | 0,86 CHF | 60 000 | 25 000 | 48 081 | 21 785 | 42 922 CHF | 19 975 CHF | 97,48% | 97,48% |
07/11/2024 | 1,66% | 1,18 CHF | 1,19 CHF | 50 000 | 25 000 | 49 584 | 24 731 | 59 106 CHF | 30 011 CHF | 95,57% | 95,57% |