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 | 0,65% | 1,49 CHF | 1,50 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 671 CHF | 31 036 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 597 CHF | 29 998 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 725 CHF | 30 062 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 049 CHF | 31 225 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 63 099 CHF | 31 750 CHF | 99,44% | 99,44% |
13/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 40 000 | 20 000 | 40 000 | 19 804 | 58 802 CHF | 29 316 CHF | 98,88% | 98,88% |
12/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 200 CHF | 31 300 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 30 000 | 20 000 | 30 066 | 20 000 | 51 157 CHF | 34 232 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 40 000 | 20 000 | 35 653 | 20 000 | 59 144 CHF | 33 456 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 53 692 CHF | 34 851 CHF | 99,06% | 99,06% |