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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 62 254 | 50 000 | 52 639 CHF | 42 807 CHF | 100,00% | 100,00% |
20/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 468 CHF | 46 723 CHF | 99,00% | 99,00% |
19/11/2024 | 1,39% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 949 CHF | 46 434 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 59 553 | 50 000 | 58 172 CHF | 49 531 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 910 | 50 000 | 51 384 CHF | 51 152 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 51 025 | 50 000 | 51 843 CHF | 51 330 CHF | 99,22% | 99,22% |
13/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 57 275 | 49 710 | 56 193 CHF | 49 351 CHF | 99,36% | 99,36% |
12/11/2024 | 1,09% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 304 CHF | 53 889 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 317 CHF | 56 884 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 953 CHF | 53 535 CHF | 100,00% | 100,00% |