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 | 1,29% | 0,75 CHF | 0,76 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 54 109 CHF | 15 660 CHF | 100,00% | 100,00% |
20/11/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 56 295 CHF | 16 284 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 60 000 | 20 000 | 60 047 | 20 000 | 52 391 CHF | 17 651 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 20 000 | 68 633 | 20 000 | 56 006 CHF | 16 533 CHF | 94,79% | 94,79% |
15/11/2024 | 1,47% | 0,78 CHF | 0,79 CHF | 70 000 | 20 000 | 70 000 | 20 000 | 54 990 CHF | 15 944 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 70 000 | 20 000 | 68 982 | 20 000 | 55 574 CHF | 16 323 CHF | 99,44% | 99,44% |
13/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 19 927 | 54 464 CHF | 18 290 CHF | 98,88% | 98,88% |
12/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 51 981 CHF | 17 527 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 300 CHF | 21 625 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 382 CHF | 22 909 CHF | 100,00% | 100,00% |