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 | 1,31% | 0,74 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 957 CHF | 19 163 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 69 416 | 25 000 | 55 883 CHF | 20 384 CHF | 100,00% | 100,00% |
18/11/2024 | 1,54% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 68 892 | 21 692 | 52 519 CHF | 16 804 CHF | 100,00% | 100,00% |
15/11/2024 | 1,74% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 49 847 | 20 444 | 37 380 CHF | 15 678 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 68 736 | 25 000 | 55 243 CHF | 20 360 CHF | 99,44% | 99,44% |
13/11/2024 | 1,44% | 0,92 CHF | 0,93 CHF | 60 000 | 25 000 | 72 518 | 24 387 | 51 863 CHF | 17 867 CHF | 97,54% | 97,54% |
12/11/2024 | 0,89% | 0,91 CHF | 0,93 CHF | 12 500 | 12 500 | 48 508 | 24 522 | 57 384 CHF | 29 202 CHF | 98,63% | 98,63% |
11/11/2024 | 1,50% | 1,30 CHF | 1,32 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 52 044 CHF | 33 020 CHF | 93,97% | 93,97% |
08/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 862 CHF | 30 181 CHF | 96,20% | 96,20% |
07/11/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 50 000 | 25 000 | 48 832 | 24 221 | 59 999 CHF | 30 043 CHF | 99,06% | 99,06% |