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 | 1,01% | 0,93 CHF | 0,94 CHF | 60 000 | 20 000 | 55 816 | 20 000 | 54 750 CHF | 19 860 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 846 CHF | 18 815 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 117 CHF | 18 906 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 55 941 | 20 000 | 55 507 CHF | 20 084 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,08 CHF | 1,09 CHF | 50 000 | 20 000 | 52 594 | 20 000 | 53 457 CHF | 20 563 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 60 000 | 20 000 | 59 826 | 19 804 | 54 579 CHF | 18 276 CHF | 98,88% | 98,88% |
12/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 60 000 | 20 000 | 54 628 | 20 000 | 54 408 CHF | 20 153 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 57 185 CHF | 23 074 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 425 CHF | 22 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 47 608 | 19 351 | 58 630 CHF | 24 067 CHF | 99,06% | 99,06% |