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 | 1,12% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 279 CHF | 44 899 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 057 CHF | 46 381 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 654 CHF | 46 045 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 572 CHF | 45 976 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 884 CHF | 47 903 CHF | 99,22% | 99,22% |
13/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 49 448 | 58 477 CHF | 48 687 CHF | 99,36% | 99,36% |
12/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 675 CHF | 48 563 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 940 CHF | 45 450 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,93 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 467 CHF | 24 916 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 48 697 | 55 076 CHF | 45 197 CHF | 98,73% | 98,73% |