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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 51 877 CHF | 32 673 CHF | 100,00% | 100,00% |
22/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 40 000 | 25 000 | 40 166 | 25 000 | 52 583 CHF | 32 986 CHF | 100,00% | 100,00% |
20/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 49 933 | 25 000 | 60 062 CHF | 30 323 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 42 395 | 25 000 | 53 041 CHF | 31 627 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,31 CHF | 1,32 CHF | 40 000 | 25 000 | 48 187 | 25 000 | 57 663 CHF | 30 269 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 36 333 | 20 444 | 43 004 CHF | 24 533 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 40 000 | 25 000 | 43 817 | 25 000 | 54 766 CHF | 31 565 CHF | 99,44% | 99,44% |
13/11/2024 | 0,91% | 1,40 CHF | 1,41 CHF | 40 000 | 25 000 | 45 988 | 24 280 | 52 502 CHF | 28 191 CHF | 98,42% | 98,42% |
12/11/2024 | 0,62% | 1,38 CHF | 1,40 CHF | 12 500 | 12 500 | 29 830 | 24 525 | 50 580 CHF | 41 832 CHF | 99,23% | 99,23% |
11/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 168 CHF | 46 223 CHF | 100,00% | 100,00% |