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 | 1,30% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 018 | 50 000 | 53 110 CHF | 44 826 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 707 | 50 000 | 52 312 CHF | 43 670 CHF | 99,99% | 99,99% |
18/11/2024 | 1,74% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 44 487 | 54 487 CHF | 35 195 CHF | 100,00% | 100,00% |
15/11/2024 | 1,44% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 260 CHF | 39 318 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 023 | 50 000 | 51 447 CHF | 43 441 CHF | 98,83% | 98,83% |
13/11/2024 | 1,40% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 65 489 | 49 680 | 55 046 CHF | 42 420 CHF | 92,01% | 92,01% |
12/11/2024 | 1,17% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 795 CHF | 48 730 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 002 | 50 000 | 52 240 CHF | 52 833 CHF | 99,81% | 99,81% |
08/11/2024 | 1,27% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 59 256 | 50 000 | 56 831 CHF | 48 594 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 56 869 | 48 703 | 55 828 CHF | 48 408 CHF | 99,13% | 99,13% |