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 | 2,80% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 80 907 | 30 091 | 52 383 CHF | 20 558 CHF | 93,95% | 93,95% |
19/11/2024 | 3,50% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 101 047 | 29 798 | 52 451 CHF | 15 924 CHF | 99,67% | 99,67% |
18/11/2024 | 2,71% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 85 792 | 32 119 | 53 446 CHF | 19 895 CHF | 67,17% | 67,17% |
15/11/2024 | 1,74% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 53 233 | 29 796 | 53 052 CHF | 29 659 CHF | 99,67% | 99,67% |
14/11/2024 | 1,42% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 41 842 | 27 875 | 55 119 CHF | 36 831 CHF | 91,58% | 91,58% |
13/11/2024 | 1,28% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 42 175 | 29 132 | 58 336 CHF | 40 901 CHF | 97,61% | 97,61% |
12/11/2024 | 1,26% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 42 425 | 29 254 | 60 467 CHF | 41 908 CHF | 87,57% | 87,57% |
11/11/2024 | 1,23% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 42 178 | 28 845 | 62 469 CHF | 43 400 CHF | 97,49% | 97,49% |
08/11/2024 | 1,50% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 29 886 | 62 081 CHF | 38 296 CHF | 98,64% | 98,64% |
07/11/2024 | 1,82% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 51 119 | 29 934 | 52 116 CHF | 31 395 CHF | 97,63% | 97,63% |