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 | 1,50% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 053 CHF | 33 658 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 995 CHF | 33 622 CHF | 99,40% | 99,40% |
18/11/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 002 CHF | 33 001 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 87 123 | 50 000 | 53 929 CHF | 31 467 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 810 | 50 000 | 51 175 CHF | 32 172 CHF | 99,52% | 99,52% |
13/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 82 263 | 49 704 | 52 158 CHF | 32 044 CHF | 99,32% | 99,32% |
12/11/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 526 CHF | 35 204 CHF | 100,00% | 100,00% |
11/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 74 998 | 50 000 | 53 503 CHF | 36 191 CHF | 100,00% | 100,00% |
08/11/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 424 CHF | 33 890 CHF | 100,00% | 100,00% |
07/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 48 704 | 52 884 CHF | 32 699 CHF | 99,13% | 99,13% |