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 | 1,07% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 682 CHF | 46 902 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 143 CHF | 47 286 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 499 CHF | 45 083 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 165 CHF | 43 138 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 350 CHF | 44 959 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 49 519 | 54 423 CHF | 45 409 CHF | 98,88% | 98,88% |
12/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 141 CHF | 44 784 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 827 CHF | 40 377 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 55 425 CHF | 20 045 CHF | 100,00% | 100,00% |
07/11/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 80 000 | 25 000 | 80 000 | 24 740 | 53 890 CHF | 16 916 CHF | 99,06% | 99,06% |