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 | 0,77% | 1,24 CHF | 1,25 CHF | 50 000 | 20 000 | 41 268 | 20 000 | 53 076 CHF | 25 953 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 46 319 | 20 000 | 57 136 CHF | 24 905 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 45 157 | 20 000 | 55 935 CHF | 25 008 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 40 094 | 20 000 | 52 060 CHF | 26 172 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 936 CHF | 26 668 CHF | 99,44% | 99,44% |
13/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 50 000 | 20 000 | 47 730 | 19 804 | 57 999 CHF | 24 323 CHF | 98,88% | 98,88% |
12/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 042 CHF | 26 221 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 905 CHF | 29 152 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 423 CHF | 28 412 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 19 351 | 61 425 CHF | 29 931 CHF | 99,06% | 99,06% |