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 | 1,17% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 62 343 | 50 000 | 52 812 CHF | 42 896 CHF | 100,00% | 100,00% |
19/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 61 060 | 50 000 | 51 727 CHF | 42 873 CHF | 99,40% | 99,40% |
18/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 64 817 | 50 000 | 54 119 CHF | 42 287 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 254 CHF | 40 682 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 57 266 CHF | 41 404 CHF | 99,52% | 99,52% |
13/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 68 367 | 49 704 | 55 892 CHF | 41 169 CHF | 99,32% | 99,32% |
12/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 848 CHF | 44 540 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 990 CHF | 45 492 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 62 566 | 50 000 | 53 268 CHF | 43 116 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 128 | 48 703 | 50 821 CHF | 41 671 CHF | 99,13% | 99,13% |