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 | 1,36% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 460 CHF | 37 986 CHF | 100,00% | 100,00% |
19/11/2024 | 1,61% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 76 606 | 50 000 | 54 388 CHF | 36 101 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 846 CHF | 37 577 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 71 883 | 50 000 | 51 868 CHF | 36 673 CHF | 100,00% | 100,00% |
14/11/2024 | 1,45% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 703 CHF | 38 196 CHF | 99,52% | 99,52% |
13/11/2024 | 1,47% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 356 | 49 700 | 52 356 CHF | 37 541 CHF | 98,35% | 98,35% |
12/11/2024 | 1,41% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 214 CHF | 40 724 CHF | 99,93% | 99,93% |
11/11/2024 | 1,29% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 180 CHF | 43 204 CHF | 100,00% | 100,00% |
08/11/2024 | 1,38% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 554 CHF | 40 233 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 48 695 | 55 935 CHF | 39 461 CHF | 98,50% | 98,50% |