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 | 1,61% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 998 | 50 000 | 55 095 CHF | 34 994 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 82 151 | 50 000 | 52 126 CHF | 32 429 CHF | 50,54% | 50,54% |
18/11/2024 | 1,74% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 139 | 50 000 | 52 474 CHF | 33 317 CHF | 89,65% | 89,65% |
15/11/2024 | 2,15% | 0,63 CHF | 0,64 CHF | 89 644 | 50 000 | 78 798 | 50 000 | 54 264 CHF | 35 208 CHF | 83,08% | 83,08% |
14/11/2024 | 2,16% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 73 366 | 50 000 | 52 603 CHF | 36 659 CHF | 99,52% | 99,52% |
13/11/2024 | 1,95% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 49 383 | 52 819 CHF | 37 982 CHF | 99,32% | 99,32% |
12/11/2024 | 1,44% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 65 872 | 50 000 | 54 445 CHF | 41 965 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 475 CHF | 40 919 CHF | 100,00% | 100,00% |
08/11/2024 | 1,78% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 598 CHF | 40 426 CHF | 100,00% | 100,00% |
07/11/2024 | 1,92% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 900 | 48 444 | 52 405 CHF | 36 476 CHF | 99,13% | 99,13% |