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 | 1,31% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 805 CHF | 38 305 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 275 CHF | 39 775 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 850 CHF | 39 350 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 792 CHF | 39 292 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 755 CHF | 41 255 CHF | 99,22% | 99,22% |
13/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 41 635 CHF | 42 131 CHF | 99,36% | 99,36% |
12/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 460 CHF | 41 960 CHF | 100,00% | 100,00% |
11/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 339 CHF | 38 839 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 0,80 CHF | 0,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 166 CHF | 21 603 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 38 167 CHF | 38 662 CHF | 98,73% | 98,73% |