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 | 0,67% | 1,54 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 600 CHF | 30 000 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 670 CHF | 31 035 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 584 CHF | 30 992 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 462 CHF | 29 931 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,40 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 381 CHF | 29 390 CHF | 99,44% | 99,44% |
13/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 40 000 | 20 000 | 40 000 | 19 804 | 62 697 CHF | 31 236 CHF | 98,88% | 98,88% |
12/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 362 CHF | 29 881 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 595 CHF | 26 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 289 CHF | 27 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 40 000 | 20 000 | 42 392 | 19 351 | 53 245 CHF | 24 507 CHF | 99,06% | 99,06% |