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 | 1,34% | 0,76 CHF | 0,77 CHF | 70 000 | 20 000 | 70 095 | 20 000 | 51 949 CHF | 15 023 CHF | 100,00% | 100,00% |
20/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 70 000 | 20 000 | 76 362 | 20 000 | 54 249 CHF | 14 418 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 80 000 | 20 000 | 82 063 | 20 000 | 52 774 CHF | 13 075 CHF | 100,00% | 100,00% |
18/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 20 000 | 78 294 | 20 000 | 54 876 CHF | 14 227 CHF | 94,79% | 94,79% |
15/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 300 | 20 000 | 51 509 CHF | 14 856 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 20 000 | 74 570 | 20 000 | 53 055 CHF | 14 446 CHF | 99,44% | 99,44% |
13/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 88 481 | 19 927 | 54 068 CHF | 12 386 CHF | 98,88% | 98,88% |
12/11/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 52 379 CHF | 13 295 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 53 263 CHF | 16 895 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 88 425 | 25 000 | 54 370 CHF | 15 628 CHF | 100,00% | 100,00% |