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 | 0,60% | 1,65 CHF | 1,66 CHF | 40 000 | 25 000 | 34 671 | 25 000 | 57 703 CHF | 41 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 40 000 | 25 000 | 31 996 | 25 000 | 54 779 CHF | 43 176 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,78 CHF | 1,79 CHF | 30 000 | 25 000 | 36 129 | 25 000 | 59 838 CHF | 41 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,60 CHF | 1,61 CHF | 40 000 | 25 000 | 28 245 | 20 444 | 46 458 CHF | 33 971 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 30 000 | 25 000 | 30 787 | 25 000 | 52 750 CHF | 43 128 CHF | 99,44% | 99,44% |
13/11/2024 | 0,65% | 1,86 CHF | 1,87 CHF | 30 000 | 25 000 | 35 801 | 24 280 | 57 298 CHF | 39 403 CHF | 98,42% | 98,42% |
12/11/2024 | 0,48% | 1,84 CHF | 1,86 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 63 280 CHF | 53 131 CHF | 99,23% | 99,23% |
11/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 968 CHF | 57 723 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 483 CHF | 54 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 66 568 CHF | 54 017 CHF | 99,06% | 99,06% |