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 | 1,23% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 384 CHF | 40 774 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 483 CHF | 40 845 CHF | 99,40% | 99,40% |
18/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 68 972 | 50 000 | 56 469 CHF | 41 452 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 069 CHF | 43 058 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 63 866 | 50 000 | 53 456 CHF | 42 373 CHF | 99,52% | 99,52% |
13/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 62 962 | 49 704 | 52 901 CHF | 42 308 CHF | 99,32% | 99,32% |
12/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 544 CHF | 39 460 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 211 CHF | 38 508 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 571 CHF | 40 908 CHF | 100,00% | 100,00% |
07/11/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 48 703 | 57 128 CHF | 40 252 CHF | 99,13% | 99,13% |