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 | 2,39% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 346 | 75 000 | 57 386 CHF | 58 526 CHF | 100,00% | 100,00% |
19/11/2024 | 2,24% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 541 CHF | 63 954 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 384 CHF | 46 977 CHF | 100,00% | 100,00% |
15/11/2024 | 1,91% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 58 723 | 50 000 | 55 131 CHF | 47 930 CHF | 99,99% | 99,99% |
14/11/2024 | 1,67% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 596 CHF | 60 596 CHF | 99,52% | 99,52% |
13/11/2024 | 1,60% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 49 835 | 49 588 | 63 317 CHF | 64 011 CHF | 71,44% | 71,44% |
12/11/2024 | 1,37% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 607 CHF | 73 607 CHF | 100,00% | 100,00% |
11/11/2024 | 1,36% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 887 CHF | 73 887 CHF | 96,53% | 96,53% |
08/11/2024 | 1,46% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 218 CHF | 69 218 CHF | 92,92% | 92,92% |
07/11/2024 | 1,82% | 1,36 CHF | 1,39 CHF | 50 000 | 50 000 | 49 481 | 48 703 | 67 448 CHF | 67 587 CHF | 99,12% | 99,12% |