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 | 1,28% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 64 461 | 49 465 | 53 676 CHF | 41 777 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 63 569 | 50 000 | 53 260 CHF | 42 434 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 581 CHF | 40 915 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 739 CHF | 38 885 CHF | 100,00% | 100,00% |
14/11/2024 | 1,44% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 636 CHF | 39 594 CHF | 99,27% | 99,27% |
13/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 49 375 | 53 794 CHF | 38 450 CHF | 99,40% | 99,40% |
12/11/2024 | 1,42% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 361 CHF | 43 412 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 646 CHF | 47 705 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 970 CHF | 48 124 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 55 361 | 47 945 | 53 996 CHF | 47 407 CHF | 99,06% | 99,06% |