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 | 2,44% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 65 473 | 50 000 | 54 386 CHF | 42 618 CHF | 99,00% | 99,00% |
19/11/2024 | 2,46% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 68 502 | 50 000 | 56 422 CHF | 42 245 CHF | 99,99% | 99,99% |
18/11/2024 | 2,60% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 44 486 | 52 736 CHF | 40 048 CHF | 100,00% | 100,00% |
15/11/2024 | 2,20% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 578 CHF | 46 495 CHF | 100,00% | 100,00% |
14/11/2024 | 2,34% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 686 CHF | 46 652 CHF | 97,75% | 97,75% |
13/11/2024 | 2,48% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 49 710 | 52 902 CHF | 44 931 CHF | 99,36% | 99,36% |
12/11/2024 | 2,14% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 59 985 | 50 000 | 57 518 CHF | 48 979 CHF | 100,00% | 100,00% |
11/11/2024 | 2,28% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 650 CHF | 51 820 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 229 CHF | 48 790 CHF | 99,47% | 99,47% |
07/11/2024 | 2,57% | 0,98 CHF | 1,01 CHF | 60 000 | 50 000 | 59 843 | 48 736 | 55 827 CHF | 46 705 CHF | 95,06% | 95,06% |