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 | 1,18% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 322 CHF | 47 494 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 051 CHF | 44 826 CHF | 99,40% | 99,40% |
18/11/2024 | 1,28% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 152 CHF | 45 709 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 600 CHF | 47 044 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 049 CHF | 49 159 CHF | 99,52% | 99,52% |
13/11/2024 | 1,47% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 51 774 | 49 383 | 51 964 CHF | 50 328 CHF | 99,32% | 99,32% |
12/11/2024 | 1,10% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 867 CHF | 54 465 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 839 CHF | 53 419 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 213 CHF | 52 926 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 54 738 | 48 444 | 54 100 CHF | 48 587 CHF | 99,13% | 99,13% |