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 | 1,20% | 0,85 CHF | 0,86 CHF | 60 000 | 20 000 | 64 990 | 20 000 | 53 860 CHF | 16 815 CHF | 100,00% | 100,00% |
20/11/2024 | 1,18% | 0,79 CHF | 0,80 CHF | 70 000 | 20 000 | 63 419 | 20 000 | 53 428 CHF | 17 089 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 70 000 | 20 000 | 69 925 | 20 000 | 55 428 CHF | 16 055 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 70 000 | 20 000 | 69 974 | 20 000 | 55 733 CHF | 16 130 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 70 000 | 20 000 | 61 788 | 20 000 | 52 835 CHF | 17 324 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,94 CHF | 0,95 CHF | 60 000 | 20 000 | 60 337 | 20 000 | 53 108 CHF | 17 810 CHF | 99,44% | 99,44% |
13/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 70 000 | 20 000 | 69 044 | 19 804 | 53 470 CHF | 15 561 CHF | 98,88% | 98,88% |
12/11/2024 | 1,16% | 0,81 CHF | 0,82 CHF | 70 000 | 20 000 | 61 212 | 20 000 | 52 626 CHF | 17 409 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 60 000 | 20 000 | 51 699 | 20 000 | 51 894 CHF | 20 286 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 60 000 | 20 000 | 57 394 | 20 000 | 55 549 CHF | 19 596 CHF | 100,00% | 100,00% |