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 | 3,37% | 0,87 CHF | 0,89 CHF | 60 000 | 25 000 | 63 956 | 25 000 | 53 651 CHF | 21 709 CHF | 100,00% | 100,00% |
19/11/2024 | 3,32% | 0,81 CHF | 0,84 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 422 CHF | 20 830 CHF | 100,00% | 100,00% |
18/11/2024 | 3,31% | 0,82 CHF | 0,84 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 866 CHF | 20 993 CHF | 99,63% | 99,63% |
15/11/2024 | 3,54% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 69 973 | 25 000 | 57 444 CHF | 21 264 CHF | 100,00% | 100,00% |
14/11/2024 | 3,35% | 0,83 CHF | 0,86 CHF | 70 000 | 25 000 | 69 850 | 25 000 | 57 650 CHF | 21 337 CHF | 99,44% | 99,44% |
13/11/2024 | 3,28% | 0,82 CHF | 0,85 CHF | 70 000 | 25 000 | 68 849 | 24 964 | 56 620 CHF | 21 227 CHF | 98,88% | 98,88% |
12/11/2024 | 3,36% | 0,80 CHF | 0,83 CHF | 70 000 | 25 000 | 69 870 | 25 000 | 57 376 CHF | 21 232 CHF | 100,00% | 100,00% |
11/11/2024 | 3,19% | 0,85 CHF | 0,88 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 103 CHF | 21 982 CHF | 100,00% | 100,00% |
08/11/2024 | 3,49% | 0,84 CHF | 0,87 CHF | 60 000 | 25 000 | 61 352 | 25 000 | 51 797 CHF | 21 865 CHF | 100,00% | 100,00% |
07/11/2024 | 3,59% | 0,85 CHF | 0,88 CHF | 60 000 | 25 000 | 58 179 | 24 376 | 50 334 CHF | 21 839 CHF | 99,06% | 99,06% |