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% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 40 117 | 20 000 | 52 217 CHF | 26 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 40 000 | 20 000 | 44 513 | 20 000 | 55 556 CHF | 25 198 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 44 135 | 20 000 | 55 267 CHF | 25 279 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 481 CHF | 26 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 499 CHF | 26 950 CHF | 99,44% | 99,44% |
13/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 50 000 | 20 000 | 47 458 | 19 804 | 58 279 CHF | 24 581 CHF | 98,88% | 98,88% |
12/11/2024 | 0,76% | 1,26 CHF | 1,27 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 642 CHF | 26 521 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 506 CHF | 29 453 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 039 CHF | 28 719 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 19 351 | 62 035 CHF | 30 228 CHF | 99,06% | 99,06% |