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 | 1,34% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 001 | 50 000 | 51 836 CHF | 37 525 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 767 CHF | 37 476 CHF | 99,40% | 99,40% |
18/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 71 885 | 50 000 | 52 240 CHF | 36 860 CHF | 100,00% | 100,00% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 690 CHF | 35 306 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 077 | 50 000 | 54 748 CHF | 36 033 CHF | 99,52% | 99,52% |
13/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 77 032 | 49 704 | 54 702 CHF | 35 837 CHF | 99,32% | 99,32% |
12/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 083 CHF | 39 130 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 331 CHF | 40 022 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 058 CHF | 37 684 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 48 704 | 51 729 CHF | 36 496 CHF | 99,13% | 99,13% |