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 | 3,47% | 0,83 CHF | 0,86 CHF | 70 000 | 50 000 | 60 250 | 50 000 | 53 532 CHF | 46 004 CHF | 100,00% | 100,00% |
19/11/2024 | 3,54% | 0,85 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 457 CHF | 45 290 CHF | 100,00% | 100,00% |
18/11/2024 | 4,36% | 0,81 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 44 486 | 56 332 CHF | 37 383 CHF | 100,00% | 100,00% |
15/11/2024 | 3,78% | 0,81 CHF | 0,84 CHF | 70 000 | 50 000 | 69 952 | 50 000 | 56 653 CHF | 42 055 CHF | 100,00% | 100,00% |
14/11/2024 | 3,79% | 0,81 CHF | 0,85 CHF | 70 000 | 50 000 | 69 860 | 50 000 | 56 431 CHF | 41 953 CHF | 99,27% | 99,27% |
13/11/2024 | 4,00% | 0,79 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 49 435 | 53 824 CHF | 39 553 CHF | 99,40% | 99,40% |
12/11/2024 | 3,77% | 0,81 CHF | 0,84 CHF | 70 000 | 50 000 | 69 417 | 50 000 | 56 546 CHF | 42 307 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,79 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 820 CHF | 40 676 CHF | 100,00% | 100,00% |
08/11/2024 | 2,97% | 0,76 CHF | 0,79 CHF | 70 000 | 50 000 | 75 424 | 50 000 | 53 576 CHF | 36 668 CHF | 100,00% | 100,00% |
07/11/2024 | 3,08% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 79 329 | 48 722 | 55 720 CHF | 35 280 CHF | 98,89% | 98,89% |