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 | 3,13% | 0,66 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 565 CHF | 32 565 CHF | 100,00% | 100,00% |
19/11/2024 | 2,81% | 0,59 CHF | 0,61 CHF | 50 000 | 50 000 | 49 995 | 49 995 | 35 765 CHF | 36 755 CHF | 91,57% | 96,50% |
18/11/2024 | 2,09% | 0,97 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 263 CHF | 48 263 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,95 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 921 CHF | 48 921 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 201 CHF | 52 201 CHF | 100,00% | 100,00% |
13/11/2024 | 2,06% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 247 CHF | 49 247 CHF | 100,00% | 100,00% |
12/11/2024 | 1,72% | 1,11 CHF | 1,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 46 165 CHF | 46 965 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 1,21 CHF | 1,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 50 894 CHF | 51 694 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 1,18 CHF | 1,20 CHF | 40 000 | 40 000 | 49 065 | 49 065 | 56 842 CHF | 57 823 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 43 108 | 43 108 | 51 556 CHF | 52 418 CHF | 100,00% | 100,00% |