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 | 1,69% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 69 889 | 50 000 | 56 598 CHF | 41 181 CHF | 100,00% | 100,00% |
19/11/2024 | 1,72% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 956 CHF | 38 482 CHF | 99,40% | 99,40% |
18/11/2024 | 1,83% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 192 CHF | 39 425 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 67 397 | 50 000 | 53 873 CHF | 40 611 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 61 750 | 50 000 | 52 044 CHF | 42 693 CHF | 99,52% | 99,52% |
13/11/2024 | 1,64% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 49 383 | 52 749 CHF | 44 124 CHF | 99,32% | 99,32% |
12/11/2024 | 1,33% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 958 CHF | 48 103 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 703 CHF | 47 107 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 111 CHF | 46 509 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 457 | 48 444 | 52 167 CHF | 42 368 CHF | 99,13% | 99,13% |