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 | 2,98% | 0,89 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 786 CHF | 47 896 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,87 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 136 CHF | 44 869 CHF | 100,00% | 100,00% |
18/11/2024 | 3,34% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 43 383 | 53 402 CHF | 39 854 CHF | 100,00% | 100,00% |
15/11/2024 | 2,65% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 758 CHF | 46 855 CHF | 99,99% | 99,99% |
14/11/2024 | 2,85% | 0,96 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 369 CHF | 49 192 CHF | 99,52% | 99,52% |
13/11/2024 | 2,97% | 0,94 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 49 383 | 55 958 CHF | 47 439 CHF | 99,32% | 99,32% |
12/11/2024 | 2,79% | 0,92 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 457 CHF | 47 521 CHF | 100,00% | 100,00% |
11/11/2024 | 2,74% | 0,94 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 144 CHF | 49 799 CHF | 80,53% | 80,53% |
08/11/2024 | 3,00% | 0,91 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 468 CHF | 46 773 CHF | 100,00% | 100,00% |
07/11/2024 | 2,92% | 0,89 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 48 444 | 54 384 CHF | 45 224 CHF | 99,12% | 99,12% |