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 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 69 859 | 50 000 | 55 710 CHF | 40 386 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 063 CHF | 38 452 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 260 CHF | 39 987 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 341 CHF | 39 350 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 801 CHF | 41 098 CHF | 99,52% | 99,52% |
13/11/2024 | 1,42% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 69 777 | 49 700 | 55 950 CHF | 40 427 CHF | 98,35% | 98,35% |
12/11/2024 | 1,33% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 928 | 50 000 | 52 462 CHF | 43 653 CHF | 99,93% | 99,93% |
11/11/2024 | 1,28% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 628 CHF | 46 111 CHF | 100,00% | 100,00% |
08/11/2024 | 1,29% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 815 | 50 000 | 51 775 CHF | 43 134 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 60 293 | 48 695 | 51 641 CHF | 42 305 CHF | 98,50% | 98,50% |