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 | 3,68% | 0,81 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 133 CHF | 63 422 CHF | 100,00% | 100,00% |
19/11/2024 | 2,51% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 76 089 | 75 000 | 55 368 CHF | 56 003 CHF | 97,59% | 97,59% |
18/11/2024 | 2,53% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 316 | 65 160 | 54 863 CHF | 48 121 CHF | 96,51% | 96,51% |
15/11/2024 | 2,07% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 55 418 | 50 000 | 54 665 CHF | 50 960 CHF | 75,90% | 75,90% |
14/11/2024 | 1,61% | 1,32 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 535 CHF | 66 596 CHF | 99,44% | 99,44% |
13/11/2024 | 1,69% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 49 929 | 49 818 | 62 957 CHF | 63 883 CHF | 98,88% | 98,88% |
12/11/2024 | 1,56% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 450 CHF | 67 495 CHF | 87,66% | 87,66% |
11/11/2024 | 1,60% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 899 CHF | 65 946 CHF | 98,45% | 98,45% |
08/11/2024 | 1,74% | 1,22 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 572 CHF | 60 617 CHF | 100,00% | 100,00% |
07/11/2024 | 1,84% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 73 692 | 72 384 | 84 899 CHF | 85 058 CHF | 98,36% | 98,36% |