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 | 0,65% | 1,51 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 040 CHF | 38 400 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 127 CHF | 39 704 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,64 CHF | 1,65 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 905 CHF | 38 316 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,46 CHF | 1,47 CHF | 40 000 | 25 000 | 29 977 | 20 444 | 45 193 CHF | 31 131 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 039 CHF | 39 649 CHF | 99,44% | 99,44% |
13/11/2024 | 0,71% | 1,72 CHF | 1,73 CHF | 30 000 | 25 000 | 38 426 | 24 280 | 56 485 CHF | 36 026 CHF | 98,42% | 98,42% |
12/11/2024 | 0,52% | 1,70 CHF | 1,72 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 59 224 CHF | 49 740 CHF | 99,23% | 99,23% |
11/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 827 CHF | 54 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 357 CHF | 51 381 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 62 390 CHF | 50 642 CHF | 99,06% | 99,06% |