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 | 3,48% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 90 608 | 75 000 | 52 901 CHF | 45 358 CHF | 100,00% | 100,00% |
19/11/2024 | 1,98% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 101 600 | 75 000 | 51 605 CHF | 38 907 CHF | 97,59% | 97,59% |
18/11/2024 | 2,31% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 102 387 | 65 160 | 52 148 CHF | 33 469 CHF | 96,51% | 96,51% |
15/11/2024 | 2,15% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 71 983 | 50 000 | 53 933 CHF | 38 953 CHF | 75,90% | 75,90% |
14/11/2024 | 1,98% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 842 CHF | 53 899 CHF | 99,44% | 99,44% |
13/11/2024 | 2,08% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 53 682 | 49 819 | 54 062 CHF | 51 336 CHF | 98,88% | 98,88% |
12/11/2024 | 1,94% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 101 | 50 000 | 53 856 CHF | 54 809 CHF | 87,66% | 87,66% |
11/11/2024 | 2,00% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 572 | 50 000 | 52 829 CHF | 53 319 CHF | 98,45% | 98,45% |
08/11/2024 | 2,20% | 0,97 CHF | 1,00 CHF | 60 000 | 50 000 | 59 980 | 50 000 | 56 586 CHF | 48 221 CHF | 100,00% | 100,00% |
07/11/2024 | 2,28% | 0,96 CHF | 0,98 CHF | 75 000 | 75 000 | 74 738 | 72 384 | 67 757 CHF | 67 376 CHF | 98,36% | 98,36% |