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 | 1,03% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 818 CHF | 48 681 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 316 CHF | 49 097 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 664 CHF | 46 886 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 357 CHF | 44 964 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 519 CHF | 46 766 CHF | 99,44% | 99,44% |
13/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 49 519 | 56 657 CHF | 47 252 CHF | 98,88% | 98,88% |
12/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 398 CHF | 46 665 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 66 657 | 50 000 | 55 493 CHF | 42 162 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 65 972 | 25 000 | 54 614 CHF | 20 971 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 77 445 | 24 740 | 54 885 CHF | 17 801 CHF | 99,06% | 99,06% |