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 | 1,77% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 276 CHF | 69 492 CHF | 100,00% | 100,00% |
19/11/2024 | 1,90% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 791 CHF | 75 204 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 477 CHF | 54 477 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 430 CHF | 55 430 CHF | 99,99% | 99,99% |
14/11/2024 | 1,48% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 096 CHF | 68 096 CHF | 99,52% | 99,52% |
13/11/2024 | 1,43% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 49 835 | 49 588 | 70 792 CHF | 71 449 CHF | 71,44% | 71,44% |
12/11/2024 | 1,39% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 990 CHF | 81 107 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 315 CHF | 81 387 CHF | 96,53% | 96,53% |
08/11/2024 | 1,31% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 718 CHF | 76 718 CHF | 92,92% | 92,92% |
07/11/2024 | 1,38% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 49 481 | 48 703 | 74 871 CHF | 74 701 CHF | 99,12% | 99,12% |