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 | 1,12% | 0,91 CHF | 0,92 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 53 098 CHF | 17 899 CHF | 100,00% | 100,00% |
20/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 60 000 | 20 000 | 60 053 | 20 000 | 51 324 CHF | 17 293 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 55 123 CHF | 15 949 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 60 000 | 20 000 | 62 396 | 20 000 | 52 641 CHF | 17 091 CHF | 94,79% | 94,79% |
15/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 52 571 CHF | 17 724 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 60 000 | 20 000 | 61 131 | 20 000 | 52 232 CHF | 17 302 CHF | 99,44% | 99,44% |
13/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 70 000 | 20 000 | 70 000 | 19 927 | 52 879 CHF | 15 255 CHF | 98,88% | 98,88% |
12/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 55 844 CHF | 16 155 CHF | 100,00% | 100,00% |
11/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 56 550 CHF | 20 447 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 129 CHF | 19 225 CHF | 100,00% | 100,00% |