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 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 20 000 | 58 984 | 20 000 | 57 481 CHF | 19 699 CHF | 100,00% | 100,00% |
20/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 679 CHF | 19 093 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 60 000 | 20 000 | 60 011 | 20 000 | 52 658 CHF | 17 749 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 074 CHF | 18 891 CHF | 94,79% | 94,79% |
15/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 57 971 CHF | 19 524 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 705 CHF | 19 102 CHF | 99,44% | 99,44% |
13/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 60 000 | 20 000 | 62 464 | 19 927 | 52 773 CHF | 17 048 CHF | 98,88% | 98,88% |
12/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 53 306 CHF | 17 969 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 968 CHF | 22 737 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 60 000 | 25 000 | 60 738 | 25 000 | 51 591 CHF | 21 491 CHF | 100,00% | 100,00% |