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 | 0,72% | 1,36 CHF | 1,37 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 55 040 CHF | 34 650 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 127 CHF | 35 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,49 CHF | 1,50 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 939 CHF | 34 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,31 CHF | 1,32 CHF | 40 000 | 25 000 | 29 977 | 20 444 | 40 696 CHF | 28 064 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 039 CHF | 35 899 CHF | 99,44% | 99,44% |
13/11/2024 | 0,79% | 1,57 CHF | 1,58 CHF | 40 000 | 25 000 | 42 067 | 24 280 | 55 267 CHF | 32 384 CHF | 98,42% | 98,42% |
12/11/2024 | 0,56% | 1,55 CHF | 1,57 CHF | 12 500 | 12 500 | 29 340 | 24 525 | 54 832 CHF | 46 062 CHF | 99,23% | 99,23% |
11/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 327 CHF | 50 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 857 CHF | 47 631 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 57 920 CHF | 47 034 CHF | 99,06% | 99,06% |