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 | 1,64% | 0,81 CHF | 0,86 CHF | 70 000 | 50 000 | 60 000 | 50 000 | 51 407 CHF | 43 548 CHF | 14,13% | 100,00% |
19/11/2024 | 1,45% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 673 | 50 000 | 51 993 CHF | 43 492 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 238 | 50 000 | 51 673 CHF | 43 489 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 68 046 | 50 000 | 56 411 CHF | 42 124 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 66 405 | 50 000 | 54 425 CHF | 41 750 CHF | 99,52% | 99,52% |
13/11/2024 | 1,76% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 76 944 | 49 383 | 54 335 CHF | 35 522 CHF | 99,32% | 99,32% |
12/11/2024 | 1,86% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 70 791 | 50 000 | 52 161 CHF | 37 550 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 69 134 | 50 000 | 56 186 CHF | 41 263 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 64 123 | 50 000 | 53 663 CHF | 42 618 CHF | 100,00% | 100,00% |
07/11/2024 | 1,48% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 48 434 | 54 058 CHF | 44 313 CHF | 98,51% | 98,51% |