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 | 2,66% | 1,24 CHF | 1,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 699 CHF | 45 899 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 1,23 CHF | 1,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 52 187 CHF | 53 387 CHF | 100,00% | 100,00% |
18/11/2024 | 2,48% | 1,12 CHF | 1,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 802 CHF | 49 002 CHF | 98,99% | 98,99% |
15/11/2024 | 2,69% | 1,26 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 199 CHF | 56 699 CHF | 100,00% | 100,00% |
14/11/2024 | 3,00% | 0,93 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 250 CHF | 50 750 CHF | 100,00% | 100,00% |
13/11/2024 | 2,87% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 500 CHF | 53 000 CHF | 99,87% | 99,87% |
12/11/2024 | 3,64% | 0,88 CHF | 0,91 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 564 CHF | 50 364 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,73 CHF | 0,76 CHF | 50 000 | 50 000 | 49 976 | 49 976 | 38 733 CHF | 40 233 CHF | 100,00% | 100,00% |
08/11/2024 | 3,07% | 0,95 CHF | 0,98 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 57 677 CHF | 59 477 CHF | 100,00% | 100,00% |
07/11/2024 | 3,09% | 0,92 CHF | 0,95 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 57 483 CHF | 59 283 CHF | 99,67% | 99,67% |