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 | 1,60% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 86 275 | 20 000 | 53 532 CHF | 12 623 CHF | 100,00% | 100,00% |
20/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 90 000 | 20 000 | 90 000 | 20 000 | 53 181 CHF | 12 018 CHF | 100,00% | 100,00% |
19/11/2024 | 1,89% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 99 701 | 20 000 | 52 170 CHF | 10 675 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 91 134 | 20 000 | 52 940 CHF | 11 827 CHF | 94,79% | 94,79% |
15/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 89 626 | 20 000 | 54 916 CHF | 12 456 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 20 000 | 90 249 | 20 000 | 53 443 CHF | 12 046 CHF | 99,44% | 99,44% |
13/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 100 000 | 20 000 | 105 896 | 19 927 | 51 991 CHF | 9 995 CHF | 98,88% | 98,88% |
12/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 100 000 | 20 000 | 100 000 | 20 000 | 53 473 CHF | 10 895 CHF | 100,00% | 100,00% |
11/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 98 819 | 25 000 | 53 918 CHF | 13 895 CHF | 100,00% | 100,00% |
08/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 104 074 | 25 000 | 51 823 CHF | 12 710 CHF | 27,75% | 27,75% |