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 | 2,94% | 0,59 CHF | 0,61 CHF | 90 000 | 75 000 | 89 858 | 75 000 | 53 042 CHF | 45 655 CHF | 100,00% | 100,00% |
19/11/2024 | 2,61% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 81 852 | 75 000 | 53 062 CHF | 49 963 CHF | 100,00% | 100,00% |
18/11/2024 | 2,95% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 72 535 | 43 766 | 52 927 CHF | 32 756 CHF | 88,43% | 88,43% |
15/11/2024 | 2,58% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 69 895 | 50 000 | 52 920 CHF | 38 856 CHF | 99,99% | 99,99% |
14/11/2024 | 2,94% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 56 939 | 50 000 | 54 761 CHF | 49 711 CHF | 99,52% | 99,52% |
13/11/2024 | 2,95% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 53 406 | 49 650 | 53 870 CHF | 51 711 CHF | 84,16% | 84,16% |
12/11/2024 | 2,52% | 1,16 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 686 CHF | 61 208 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 1,20 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 878 CHF | 61 439 CHF | 96,53% | 96,53% |
08/11/2024 | 2,66% | 1,15 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 760 CHF | 57 260 CHF | 92,92% | 92,92% |
07/11/2024 | 2,80% | 1,11 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 55 648 CHF | 55 733 CHF | 99,12% | 99,12% |