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 | 0,96% | 1,58 CHF | 1,60 CHF | 40 000 | 25 000 | 39 833 | 25 000 | 62 201 CHF | 39 426 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 1,52 CHF | 1,54 CHF | 40 000 | 25 000 | 32 299 | 23 353 | 51 989 CHF | 38 308 CHF | 94,92% | 94,92% |
18/11/2024 | 0,87% | 1,81 CHF | 1,83 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 635 CHF | 45 088 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,80 CHF | 1,81 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 273 CHF | 45 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,88 CHF | 1,90 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 848 CHF | 46 941 CHF | 99,44% | 99,44% |
13/11/2024 | 0,87% | 1,85 CHF | 1,86 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 54 133 CHF | 45 440 CHF | 98,88% | 98,88% |
12/11/2024 | 0,81% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 162 CHF | 49 701 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 2,02 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 077 CHF | 52 161 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,99 CHF | 2,01 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 191 CHF | 49 730 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,95 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 60 164 CHF | 50 038 CHF | 99,06% | 99,06% |