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 | 1,20% | 1,26 CHF | 1,27 CHF | 40 000 | 25 000 | 45 999 | 25 000 | 56 776 CHF | 31 301 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 1,20 CHF | 1,21 CHF | 50 000 | 25 000 | 39 468 | 23 353 | 50 767 CHF | 30 748 CHF | 94,92% | 94,92% |
18/11/2024 | 1,09% | 1,49 CHF | 1,50 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 58 540 CHF | 36 990 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 1,47 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 59 409 CHF | 37 526 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 1,56 CHF | 1,58 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 506 CHF | 38 834 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 1,52 CHF | 1,54 CHF | 40 000 | 25 000 | 40 000 | 24 964 | 59 198 CHF | 37 357 CHF | 98,88% | 98,88% |
12/11/2024 | 0,96% | 1,60 CHF | 1,62 CHF | 40 000 | 25 000 | 38 978 | 25 000 | 64 207 CHF | 41 598 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,70 CHF | 1,71 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 362 CHF | 44 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,67 CHF | 1,69 CHF | 30 000 | 25 000 | 38 048 | 25 000 | 62 703 CHF | 41 621 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,63 CHF | 1,64 CHF | 40 000 | 25 000 | 32 520 | 24 741 | 54 583 CHF | 42 026 CHF | 99,06% | 99,06% |