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 | 1,66% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 886 CHF | 30 437 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 060 | 50 000 | 53 985 CHF | 30 473 CHF | 99,40% | 99,40% |
18/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 88 213 | 50 000 | 53 959 CHF | 31 104 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 564 CHF | 32 728 CHF | 100,00% | 100,00% |
14/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 82 573 | 50 000 | 51 989 CHF | 31 996 CHF | 99,52% | 99,52% |
13/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 82 962 | 49 704 | 52 371 CHF | 31 904 CHF | 99,32% | 99,32% |
12/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 511 CHF | 29 117 CHF | 100,00% | 100,00% |
11/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 97 612 | 50 000 | 53 836 CHF | 28 090 CHF | 100,00% | 100,00% |
08/11/2024 | 1,66% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 983 CHF | 30 491 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 90 000 | 48 703 | 54 759 CHF | 30 140 CHF | 99,13% | 99,13% |