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 | 1,17% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 62 419 | 50 000 | 52 961 CHF | 42 980 CHF | 99,00% | 99,00% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 65 465 | 50 000 | 54 842 CHF | 42 434 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 037 CHF | 45 614 CHF | 100,00% | 100,00% |
15/11/2024 | 1,25% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 983 CHF | 47 237 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 196 CHF | 47 392 CHF | 99,22% | 99,22% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 49 710 | 54 224 CHF | 45 433 CHF | 99,36% | 99,36% |
12/11/2024 | 1,37% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 54 553 | 50 000 | 53 812 CHF | 50 071 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 384 CHF | 53 018 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 58 642 | 50 000 | 57 483 CHF | 49 747 CHF | 100,00% | 100,00% |
07/11/2024 | 1,29% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 58 196 | 48 696 | 55 616 CHF | 47 281 CHF | 98,73% | 98,73% |