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 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 67 397 | 50 000 | 55 672 CHF | 41 831 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 039 | 50 000 | 51 378 CHF | 43 288 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 023 | 50 000 | 50 985 CHF | 42 972 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 62 535 | 50 000 | 52 935 CHF | 42 859 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 143 CHF | 44 786 CHF | 99,22% | 99,22% |
13/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 448 | 54 778 CHF | 45 644 CHF | 99,36% | 99,36% |
12/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 962 CHF | 45 468 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 65 207 | 50 000 | 54 525 CHF | 42 357 CHF | 100,00% | 100,00% |
08/11/2024 | 1,86% | 0,87 CHF | 0,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 935 CHF | 23 365 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 003 | 48 697 | 51 278 CHF | 42 109 CHF | 98,73% | 98,73% |