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 | 3,69% | 0,80 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 916 CHF | 41 416 CHF | 100,00% | 100,00% |
19/11/2024 | 3,42% | 0,82 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 102 CHF | 44 602 CHF | 99,84% | 99,84% |
18/11/2024 | 3,16% | 0,92 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 792 CHF | 48 292 CHF | 100,00% | 100,00% |
15/11/2024 | 3,11% | 0,96 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 466 CHF | 48 966 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 1,10 CHF | 1,13 CHF | 50 000 | 50 000 | 46 393 | 46 393 | 54 268 CHF | 55 660 CHF | 100,00% | 100,00% |
13/11/2024 | 5,59% | 1,29 CHF | 1,32 CHF | 40 000 | 40 000 | 16 567 | 16 567 | 20 763 CHF | 21 445 CHF | 99,35% | 99,35% |
12/11/2024 | 2,09% | 1,38 CHF | 1,41 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 56 879 CHF | 58 079 CHF | 99,85% | 99,85% |
11/11/2024 | 2,08% | 1,43 CHF | 1,46 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 57 125 CHF | 58 325 CHF | 100,00% | 100,00% |
08/11/2024 | 2,21% | 1,38 CHF | 1,41 CHF | 40 000 | 40 000 | 39 999 | 39 999 | 53 718 CHF | 54 918 CHF | 98,58% | 98,58% |
07/11/2024 | 2,21% | 1,34 CHF | 1,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 53 591 CHF | 54 791 CHF | 100,00% | 100,00% |