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 | 1,85% | 1,20 CHF | 1,30 CHF | 50 000 | 25 000 | 40 000 | 25 000 | 52 601 CHF | 33 491 CHF | 14,13% | 100,00% |
19/11/2024 | 2,13% | 1,24 CHF | 1,27 CHF | 50 000 | 25 000 | 48 435 | 25 000 | 58 785 CHF | 31 040 CHF | 100,00% | 100,00% |
18/11/2024 | 2,16% | 1,32 CHF | 1,34 CHF | 40 000 | 20 000 | 40 000 | 17 778 | 54 505 CHF | 24 574 CHF | 93,88% | 93,88% |
15/11/2024 | 1,69% | 1,46 CHF | 1,48 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 124 CHF | 36 311 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 1,23 CHF | 1,26 CHF | 50 000 | 25 000 | 45 621 | 25 000 | 57 227 CHF | 32 073 CHF | 99,22% | 99,22% |
13/11/2024 | 2,12% | 1,20 CHF | 1,22 CHF | 50 000 | 25 000 | 49 758 | 24 774 | 59 544 CHF | 30 293 CHF | 99,36% | 99,36% |
12/11/2024 | 1,81% | 1,21 CHF | 1,24 CHF | 50 000 | 20 000 | 40 329 | 20 000 | 56 091 CHF | 28 350 CHF | 100,00% | 100,00% |
11/11/2024 | 1,67% | 1,53 CHF | 1,56 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 263 CHF | 31 148 CHF | 77,44% | 77,44% |
08/11/2024 | 2,59% | 1,36 CHF | 1,39 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 16 503 CHF | 16 935 CHF | 86,95% | 86,95% |
07/11/2024 | 2,12% | 1,23 CHF | 1,26 CHF | 50 000 | 25 000 | 48 031 | 24 218 | 56 975 CHF | 29 524 CHF | 98,73% | 98,73% |