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 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 69 660 | 50 000 | 56 695 CHF | 41 200 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 63 162 | 50 000 | 53 266 CHF | 42 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 65 588 | 50 000 | 54 716 CHF | 42 242 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 65 272 | 50 000 | 54 446 CHF | 42 247 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 433 CHF | 44 194 CHF | 99,22% | 99,22% |
13/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 49 448 | 53 953 CHF | 44 961 CHF | 99,36% | 99,36% |
12/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 266 CHF | 44 888 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 67 124 | 50 000 | 55 286 CHF | 41 722 CHF | 100,00% | 100,00% |
08/11/2024 | 1,79% | 0,86 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 615 CHF | 23 022 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 61 388 | 48 697 | 51 705 CHF | 41 530 CHF | 98,73% | 98,73% |