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 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 66 681 | 50 000 | 55 567 CHF | 42 203 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 62 787 | 50 000 | 52 875 CHF | 42 642 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 981 CHF | 40 487 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 253 CHF | 38 538 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 69 504 | 50 000 | 55 357 CHF | 40 338 CHF | 99,44% | 99,44% |
13/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 49 519 | 57 077 CHF | 40 870 CHF | 98,88% | 98,88% |
12/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 604 CHF | 40 217 CHF | 100,00% | 100,00% |
11/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 78 118 | 50 000 | 54 965 CHF | 35 707 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 78 130 | 25 000 | 54 583 CHF | 17 729 CHF | 100,00% | 100,00% |
07/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 90 000 | 24 740 | 52 291 CHF | 14 627 CHF | 99,06% | 99,06% |