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 | 0,76% | 1,29 CHF | 1,30 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 52 394 CHF | 32 996 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 40 000 | 25 000 | 40 001 | 25 000 | 54 433 CHF | 34 270 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,42 CHF | 1,43 CHF | 40 000 | 25 000 | 40 953 | 25 000 | 53 443 CHF | 32 914 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 1,25 CHF | 1,26 CHF | 40 000 | 25 000 | 31 030 | 20 444 | 40 003 CHF | 26 712 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 382 CHF | 34 239 CHF | 99,44% | 99,44% |
13/11/2024 | 0,84% | 1,51 CHF | 1,52 CHF | 40 000 | 25 000 | 43 662 | 24 280 | 54 423 CHF | 30 788 CHF | 98,42% | 98,42% |
12/11/2024 | 0,58% | 1,49 CHF | 1,51 CHF | 12 500 | 12 500 | 29 356 | 24 525 | 52 923 CHF | 44 444 CHF | 99,23% | 99,23% |
11/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 357 CHF | 48 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 869 CHF | 45 974 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 55 902 CHF | 45 405 CHF | 99,06% | 99,06% |