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 | 1,56% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 82 626 | 50 000 | 52 367 CHF | 32 226 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 81 886 | 50 000 | 51 978 CHF | 32 256 CHF | 99,40% | 99,40% |
18/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 86 618 | 50 000 | 53 858 CHF | 31 617 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 154 CHF | 30 030 CHF | 100,00% | 100,00% |
14/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 465 CHF | 30 758 CHF | 99,52% | 99,52% |
13/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 88 677 | 49 704 | 53 672 CHF | 30 606 CHF | 99,32% | 99,32% |
12/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 326 CHF | 33 829 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 942 CHF | 34 839 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 83 311 | 50 000 | 53 268 CHF | 32 509 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 80 941 | 48 703 | 51 139 CHF | 31 284 CHF | 99,13% | 99,13% |