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 | 0,64% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 577 CHF | 31 489 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 479 CHF | 30 440 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 60 660 CHF | 30 530 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 968 CHF | 31 684 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 63 989 CHF | 32 195 CHF | 99,44% | 99,44% |
13/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 19 804 | 59 737 CHF | 29 779 CHF | 98,88% | 98,88% |
12/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 63 105 CHF | 31 753 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 51 711 CHF | 34 674 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 40 000 | 20 000 | 33 530 | 20 000 | 56 470 CHF | 33 955 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 54 377 CHF | 35 290 CHF | 99,06% | 99,06% |