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 | 0,61% | 1,63 CHF | 1,64 CHF | 40 000 | 20 000 | 36 702 | 20 000 | 60 268 CHF | 33 105 CHF | 100,00% | 100,00% |
20/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 30 000 | 20 000 | 37 597 | 20 000 | 61 386 CHF | 32 912 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 40 000 | 20 000 | 31 301 | 20 000 | 52 797 CHF | 33 960 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 30 000 | 20 000 | 30 874 | 20 000 | 52 030 CHF | 33 921 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 30 000 | 20 000 | 38 818 | 20 000 | 63 331 CHF | 32 857 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 40 000 | 20 000 | 39 981 | 20 000 | 64 169 CHF | 32 300 CHF | 99,44% | 99,44% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 30 000 | 20 000 | 31 573 | 19 804 | 54 001 CHF | 34 134 CHF | 98,88% | 98,88% |
12/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 30 000 | 20 000 | 39 801 | 20 000 | 64 819 CHF | 32 776 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 452 CHF | 29 926 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 177 CHF | 30 788 CHF | 100,00% | 100,00% |