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 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 89 681 | 20 000 | 54 031 CHF | 12 252 CHF | 100,00% | 100,00% |
20/11/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 90 000 | 20 000 | 90 053 | 20 000 | 51 748 CHF | 11 693 CHF | 100,00% | 100,00% |
19/11/2024 | 1,96% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 102 865 | 20 000 | 52 052 CHF | 10 333 CHF | 100,00% | 100,00% |
18/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 92 484 | 20 000 | 52 042 CHF | 11 467 CHF | 94,79% | 94,79% |
15/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 656 CHF | 12 124 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 91 131 | 20 000 | 52 368 CHF | 11 702 CHF | 99,44% | 99,44% |
13/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 112 078 | 20 000 | 110 011 | 19 919 | 52 281 CHF | 9 668 CHF | 88,44% | 88,44% |
12/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 100 000 | 20 000 | 100 009 | 20 000 | 51 781 CHF | 10 555 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 100 000 | 25 000 | 52 786 CHF | 13 447 CHF | 100,00% | 100,00% |
08/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 109 927 | 25 000 | 109 894 | 25 000 | 52 571 CHF | 12 210 CHF | 95,75% | 95,75% |