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 | 1,63% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 778 CHF | 34 165 CHF | 100,00% | 100,00% |
19/11/2024 | 1,68% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 81 735 | 50 000 | 51 879 CHF | 32 292 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 225 CHF | 33 821 CHF | 100,00% | 100,00% |
15/11/2024 | 1,71% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 81 609 | 50 000 | 52 724 CHF | 32 895 CHF | 100,00% | 100,00% |
14/11/2024 | 1,62% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 195 CHF | 34 424 CHF | 99,52% | 99,52% |
13/11/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 49 700 | 53 382 CHF | 33 703 CHF | 98,35% | 98,35% |
12/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 71 601 | 50 000 | 51 936 CHF | 36 834 CHF | 99,93% | 99,93% |
11/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 389 CHF | 39 370 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 74 242 | 50 000 | 53 233 CHF | 36 451 CHF | 100,00% | 100,00% |
07/11/2024 | 1,59% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 72 675 | 48 695 | 52 504 CHF | 35 773 CHF | 98,50% | 98,50% |