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 | 2,57% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 79 582 | 75 000 | 54 409 CHF | 52 641 CHF | 100,00% | 100,00% |
19/11/2024 | 2,25% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 75 381 | 75 000 | 57 274 CHF | 58 295 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 62 648 | 50 000 | 52 881 CHF | 43 154 CHF | 100,00% | 100,00% |
15/11/2024 | 2,29% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 61 795 | 50 000 | 53 260 CHF | 44 151 CHF | 99,99% | 99,99% |
14/11/2024 | 1,78% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 856 CHF | 56 856 CHF | 99,52% | 99,52% |
13/11/2024 | 1,70% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 49 597 | 59 774 CHF | 60 300 CHF | 73,19% | 73,19% |
12/11/2024 | 1,53% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 755 CHF | 69 811 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 065 CHF | 70 065 CHF | 96,53% | 96,53% |
08/11/2024 | 1,54% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 386 CHF | 65 386 CHF | 92,92% | 92,92% |
07/11/2024 | 1,62% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 49 481 | 48 703 | 63 733 CHF | 63 736 CHF | 99,12% | 99,12% |