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 | 0,98% | 1,52 CHF | 1,54 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 127 CHF | 37 948 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 1,46 CHF | 1,48 CHF | 40 000 | 25 000 | 34 853 | 23 353 | 54 303 CHF | 36 927 CHF | 94,92% | 94,92% |
18/11/2024 | 0,92% | 1,75 CHF | 1,77 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 51 888 CHF | 43 641 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,74 CHF | 1,75 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 531 CHF | 44 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,83 CHF | 1,84 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 101 CHF | 45 460 CHF | 99,44% | 99,44% |
13/11/2024 | 0,90% | 1,79 CHF | 1,80 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 52 365 CHF | 43 968 CHF | 98,88% | 98,88% |
12/11/2024 | 0,84% | 1,87 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 418 CHF | 48 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,96 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 327 CHF | 50 692 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 1,94 CHF | 1,95 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 414 CHF | 48 249 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,89 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 58 403 CHF | 48 589 CHF | 99,06% | 99,06% |