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 | 0,60% | 1,64 CHF | 1,65 CHF | 40 000 | 25 000 | 38 300 | 25 000 | 63 314 CHF | 41 602 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 40 000 | 25 000 | 32 085 | 25 000 | 54 546 CHF | 42 877 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 30 000 | 25 000 | 36 996 | 25 000 | 60 847 CHF | 41 519 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,59 CHF | 1,60 CHF | 40 000 | 25 000 | 29 616 | 20 444 | 48 404 CHF | 33 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 30 000 | 25 000 | 31 064 | 25 000 | 52 864 CHF | 42 846 CHF | 99,44% | 99,44% |
13/11/2024 | 0,65% | 1,85 CHF | 1,86 CHF | 30 000 | 25 000 | 35 999 | 24 280 | 57 205 CHF | 39 117 CHF | 98,42% | 98,42% |
12/11/2024 | 0,49% | 1,83 CHF | 1,85 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 62 966 CHF | 52 868 CHF | 99,23% | 99,23% |
11/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 668 CHF | 57 473 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 183 CHF | 54 569 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 66 226 CHF | 53 740 CHF | 99,06% | 99,06% |