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 | 1,30% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 627 CHF | 38 805 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 582 CHF | 38 773 CHF | 99,40% | 99,40% |
18/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 715 CHF | 38 154 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 71 450 | 50 000 | 51 658 CHF | 36 664 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 666 CHF | 37 404 CHF | 99,52% | 99,52% |
13/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 826 | 49 704 | 52 163 CHF | 37 122 CHF | 99,32% | 99,32% |
12/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 836 CHF | 40 383 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 57 376 CHF | 41 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,29% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 030 CHF | 39 093 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 703 | 53 559 CHF | 37 775 CHF | 99,13% | 99,13% |