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% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 33 758 | 20 000 | 56 253 CHF | 33 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 40 000 | 20 000 | 39 950 | 20 000 | 64 647 CHF | 32 565 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 64 925 CHF | 32 662 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 40 000 | 20 000 | 32 419 | 20 000 | 54 424 CHF | 33 825 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 30 000 | 20 000 | 30 644 | 20 000 | 52 244 CHF | 34 317 CHF | 99,44% | 99,44% |
13/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 40 000 | 20 000 | 39 112 | 19 804 | 62 512 CHF | 31 890 CHF | 98,88% | 98,88% |
12/11/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 40 000 | 20 000 | 32 346 | 20 000 | 54 378 CHF | 33 864 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 904 CHF | 36 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 785 CHF | 36 056 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 57 546 CHF | 37 336 CHF | 99,06% | 99,06% |