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 | 1,22% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 851 CHF | 41 351 CHF | 100,00% | 100,00% |
22/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 740 CHF | 38 240 CHF | 100,00% | 100,00% |
20/11/2024 | 1,61% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 37 181 CHF | 37 781 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 746 CHF | 31 246 CHF | 100,00% | 100,00% |
18/11/2024 | 1,61% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 54 718 | 54 718 | 33 618 CHF | 34 166 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 944 CHF | 34 444 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 832 CHF | 43 432 CHF | 99,36% | 99,36% |
13/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 713 CHF | 33 313 CHF | 100,00% | 100,00% |
12/11/2024 | 1,66% | 0,54 CHF | 0,55 CHF | 60 000 | 60 000 | 59 158 | 59 158 | 35 329 CHF | 35 921 CHF | 100,00% | 100,00% |
11/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 358 CHF | 35 858 CHF | 99,93% | 99,93% |