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 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 70 600 | 49 465 | 51 757 CHF | 36 830 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 757 | 50 000 | 52 227 CHF | 37 434 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 78 586 | 50 000 | 55 557 CHF | 35 915 CHF | 100,00% | 100,00% |
15/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 416 CHF | 33 885 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 442 CHF | 34 526 CHF | 99,27% | 99,27% |
13/11/2024 | 1,67% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 49 375 | 53 402 CHF | 33 512 CHF | 99,40% | 99,40% |
12/11/2024 | 1,60% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 921 CHF | 38 412 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 64 095 | 50 000 | 53 837 CHF | 42 705 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 095 | 50 000 | 51 049 CHF | 42 975 CHF | 100,00% | 100,00% |
07/11/2024 | 1,50% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 57 424 | 47 945 | 50 327 CHF | 42 613 CHF | 99,06% | 99,06% |