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 | 2,79% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 384 CHF | 49 171 CHF | 100,00% | 100,00% |
19/11/2024 | 2,86% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 855 CHF | 46 181 CHF | 100,00% | 100,00% |
18/11/2024 | 3,25% | 0,90 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 43 383 | 55 024 CHF | 41 028 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,92 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 208 CHF | 48 251 CHF | 100,00% | 100,00% |
14/11/2024 | 2,51% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 59 631 | 50 000 | 58 563 CHF | 50 358 CHF | 99,52% | 99,52% |
13/11/2024 | 2,70% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 49 383 | 57 563 CHF | 48 673 CHF | 99,32% | 99,32% |
12/11/2024 | 2,88% | 0,95 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 989 CHF | 48 878 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 54 365 | 50 000 | 53 770 CHF | 50 823 CHF | 80,53% | 80,53% |
08/11/2024 | 2,64% | 0,93 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 985 CHF | 47 903 CHF | 100,00% | 100,00% |
07/11/2024 | 2,85% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 48 444 | 55 831 CHF | 46 399 CHF | 99,12% | 99,12% |