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 | 2,26% | 0,89 CHF | 0,92 CHF | 60 000 | 50 000 | 59 251 | 49 465 | 55 416 CHF | 47 316 CHF | 100,00% | 100,00% |
19/11/2024 | 2,21% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 558 CHF | 48 187 CHF | 99,47% | 99,47% |
18/11/2024 | 2,46% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 43 383 | 54 794 CHF | 40 530 CHF | 100,00% | 100,00% |
15/11/2024 | 2,48% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 619 CHF | 44 949 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 420 CHF | 45 553 CHF | 99,27% | 99,27% |
13/11/2024 | 2,34% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 49 393 | 52 747 CHF | 44 447 CHF | 97,38% | 97,38% |
12/11/2024 | 2,21% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 537 CHF | 49 020 CHF | 99,48% | 99,48% |
11/11/2024 | 2,01% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 975 CHF | 53 029 CHF | 100,00% | 100,00% |
08/11/2024 | 2,03% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 274 CHF | 53 348 CHF | 100,00% | 100,00% |
07/11/2024 | 2,08% | 1,04 CHF | 1,07 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 51 306 CHF | 52 349 CHF | 99,06% | 99,06% |