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 | 3,21% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 509 CHF | 48 630 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 747 CHF | 47 977 CHF | 100,00% | 100,00% |
18/11/2024 | 3,00% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 017 | 44 486 | 51 964 CHF | 39 664 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 245 CHF | 44 619 CHF | 100,00% | 100,00% |
14/11/2024 | 2,44% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 170 CHF | 44 547 CHF | 99,27% | 99,27% |
13/11/2024 | 2,49% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 66 398 | 49 435 | 55 233 CHF | 42 175 CHF | 99,40% | 99,40% |
12/11/2024 | 2,44% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 596 CHF | 44 914 CHF | 100,00% | 100,00% |
11/11/2024 | 2,41% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 60 171 | 50 000 | 51 193 CHF | 43 579 CHF | 100,00% | 100,00% |
08/11/2024 | 2,60% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 768 CHF | 40 148 CHF | 100,00% | 100,00% |
07/11/2024 | 2,77% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 722 | 54 176 CHF | 38 747 CHF | 98,89% | 98,89% |