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 | 5,74% | 0,51 CHF | 0,54 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 418 CHF | 32 213 CHF | 100,00% | 100,00% |
19/11/2024 | 5,22% | 0,52 CHF | 0,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 621 CHF | 35 421 CHF | 99,84% | 99,84% |
18/11/2024 | 4,65% | 0,61 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 37 802 CHF | 39 602 CHF | 100,00% | 100,00% |
15/11/2024 | 4,57% | 0,65 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 130 CHF | 33 630 CHF | 100,00% | 100,00% |
14/11/2024 | 3,49% | 0,78 CHF | 0,81 CHF | 50 000 | 50 000 | 49 997 | 49 997 | 42 347 CHF | 43 847 CHF | 100,00% | 100,00% |
13/11/2024 | 7,59% | 0,96 CHF | 0,99 CHF | 50 000 | 50 000 | 19 588 | 19 588 | 18 063 CHF | 18 853 CHF | 99,37% | 99,37% |
12/11/2024 | 2,74% | 1,04 CHF | 1,07 CHF | 50 000 | 50 000 | 46 107 | 46 107 | 49 749 CHF | 51 132 CHF | 99,85% | 99,85% |
11/11/2024 | 2,73% | 1,09 CHF | 1,12 CHF | 50 000 | 50 000 | 49 177 | 49 177 | 53 390 CHF | 54 865 CHF | 100,00% | 100,00% |
08/11/2024 | 2,94% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 340 CHF | 51 840 CHF | 98,58% | 98,58% |
07/11/2024 | 2,94% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 277 CHF | 51 777 CHF | 100,00% | 100,00% |