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% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 413 CHF | 47 592 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 877 CHF | 46 299 CHF | 99,99% | 99,99% |
18/11/2024 | 1,65% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 63 387 | 44 487 | 53 555 CHF | 38 215 CHF | 100,00% | 100,00% |
15/11/2024 | 1,36% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 63 184 | 50 000 | 53 261 CHF | 42 770 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 912 CHF | 46 336 CHF | 98,83% | 98,83% |
13/11/2024 | 1,29% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 002 | 49 680 | 53 812 CHF | 45 132 CHF | 92,01% | 92,01% |
12/11/2024 | 1,16% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 51 298 | 50 000 | 51 917 CHF | 51 223 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 443 CHF | 55 015 CHF | 99,81% | 99,81% |
08/11/2024 | 1,14% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 51 581 | 50 000 | 52 177 CHF | 51 195 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 075 | 48 703 | 52 253 CHF | 51 339 CHF | 99,11% | 99,11% |