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 | 2,40% | 0,64 CHF | 0,66 CHF | 80 000 | 25 000 | 84 560 | 25 000 | 53 050 CHF | 16 100 CHF | 99,12% | 99,12% |
19/11/2024 | 2,47% | 0,61 CHF | 0,63 CHF | 90 000 | 25 000 | 69 718 | 23 455 | 47 622 CHF | 16 746 CHF | 94,03% | 94,03% |
18/11/2024 | 2,25% | 0,87 CHF | 0,88 CHF | 60 000 | 25 000 | 62 643 | 23 895 | 52 731 CHF | 20 586 CHF | 99,79% | 99,79% |
15/11/2024 | 1,86% | 0,84 CHF | 0,86 CHF | 60 000 | 25 000 | 60 518 | 25 000 | 51 753 CHF | 21 786 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 0,92 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 165 CHF | 22 949 CHF | 99,44% | 99,44% |
13/11/2024 | 1,83% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 62 421 | 24 964 | 53 706 CHF | 21 912 CHF | 97,95% | 97,95% |
12/11/2024 | 1,66% | 0,96 CHF | 0,98 CHF | 60 000 | 25 000 | 54 666 | 25 000 | 54 451 CHF | 25 340 CHF | 100,00% | 100,00% |
11/11/2024 | 1,52% | 1,04 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 058 CHF | 27 444 CHF | 96,82% | 96,82% |
08/11/2024 | 1,58% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 53 565 | 25 000 | 53 573 CHF | 25 425 CHF | 99,79% | 99,79% |
07/11/2024 | 1,62% | 0,98 CHF | 1,00 CHF | 60 000 | 25 000 | 51 221 | 24 741 | 52 617 CHF | 25 858 CHF | 99,06% | 99,06% |