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 | 5,14% | 1,09 CHF | 1,08 CHF | 50 000 | 10 000 | 51 677 | 10 000 | 52 288 CHF | 10 660 CHF | 4,75% | 90,63% |
19/11/2024 | 5,90% | 0,87 CHF | 0,92 CHF | 60 000 | 10 000 | 64 634 | 10 000 | 53 500 CHF | 8 796 CHF | 92,22% | 92,22% |
18/11/2024 | 7,03% | 0,89 CHF | 0,94 CHF | 60 000 | 10 000 | 60 106 | 9 449 | 52 355 CHF | 8 818 CHF | 100,00% | 100,00% |
15/11/2024 | 5,38% | 0,90 CHF | 0,95 CHF | 60 000 | 10 000 | 60 000 | 10 000 | 54 914 CHF | 9 658 CHF | 94,51% | 94,51% |
14/11/2024 | 5,10% | 0,96 CHF | 1,01 CHF | 60 000 | 10 000 | 60 000 | 10 000 | 57 579 CHF | 10 099 CHF | 99,22% | 99,22% |
13/11/2024 | 5,81% | 0,87 CHF | 0,92 CHF | 60 000 | 10 000 | 60 383 | 9 966 | 51 464 CHF | 9 002 CHF | 74,89% | 74,89% |
12/11/2024 | 5,35% | 0,84 CHF | 0,89 CHF | 60 000 | 10 000 | 60 000 | 10 000 | 55 103 CHF | 9 688 CHF | 100,00% | 100,00% |
11/11/2024 | 5,12% | 0,97 CHF | 1,02 CHF | 60 000 | 10 000 | 58 513 | 10 000 | 57 396 CHF | 10 332 CHF | 100,00% | 100,00% |
08/11/2024 | 5,43% | 1,00 CHF | 1,05 CHF | 59 154 | 10 000 | 55 811 | 10 000 | 55 345 CHF | 10 484 CHF | 50,74% | 50,74% |
07/11/2024 | 5,47% | 1,03 CHF | 1,08 CHF | 50 000 | 10 000 | 51 038 | 9 839 | 52 105 CHF | 10 621 CHF | 79,78% | 79,78% |