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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 80 000 | 20 000 | 77 001 | 20 000 | 54 403 CHF | 14 342 CHF | 18,00% | 18,00% |
20/11/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 80 000 | 20 000 | 76 902 | 20 000 | 53 001 CHF | 14 014 CHF | 71,01% | 71,01% |
19/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 80 300 | 20 000 | 79 862 | 20 000 | 52 381 CHF | 13 319 CHF | 48,63% | 48,63% |
18/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 20 000 | 79 992 | 20 000 | 52 556 CHF | 13 340 CHF | 80,46% | 80,46% |
15/11/2024 | 1,40% | 0,67 CHF | 0,68 CHF | 80 000 | 20 000 | 76 117 | 20 000 | 53 926 CHF | 14 397 CHF | 99,99% | 99,99% |
14/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 70 000 | 20 000 | 71 507 | 20 000 | 54 212 CHF | 15 391 CHF | 40,31% | 40,31% |
13/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 80 346 | 20 000 | 80 361 | 19 662 | 50 082 CHF | 12 461 CHF | 57,21% | 57,21% |
12/11/2024 | 1,39% | 0,66 CHF | 0,67 CHF | 79 683 | 20 000 | 73 705 | 20 000 | 52 794 CHF | 14 563 CHF | 32,89% | 32,89% |
11/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 60 000 | 20 000 | 60 084 | 20 000 | 51 677 CHF | 17 403 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 70 000 | 20 000 | 66 246 | 20 000 | 54 373 CHF | 16 656 CHF | 100,00% | 100,00% |