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 | 1,72% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 745 CHF | 29 247 CHF | 100,00% | 100,00% |
19/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 688 CHF | 27 344 CHF | 99,94% | 99,94% |
18/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 96 172 | 50 000 | 53 233 CHF | 28 189 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 93 333 | 50 000 | 52 049 CHF | 28 398 CHF | 100,00% | 100,00% |
14/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 932 CHF | 29 907 CHF | 99,44% | 99,44% |
13/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 49 819 | 53 442 CHF | 30 083 CHF | 98,88% | 98,88% |
12/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 908 | 50 000 | 55 619 CHF | 31 432 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 892 CHF | 32 932 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 604 CHF | 33 378 CHF | 88,69% | 88,69% |
07/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 48 703 | 53 381 CHF | 33 006 CHF | 99,06% | 99,06% |