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 | 1,43% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 77 742 | 50 000 | 54 013 CHF | 35 274 CHF | 100,00% | 100,00% |
19/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 812 | 50 000 | 55 669 CHF | 35 378 CHF | 99,40% | 99,40% |
18/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 76 902 | 50 000 | 54 482 CHF | 35 952 CHF | 100,00% | 100,00% |
15/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 881 CHF | 37 558 CHF | 100,00% | 100,00% |
14/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 50 922 CHF | 36 873 CHF | 99,52% | 99,52% |
13/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 71 663 | 49 704 | 52 351 CHF | 36 840 CHF | 99,32% | 99,32% |
12/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 633 CHF | 34 021 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 027 CHF | 33 017 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 77 287 | 50 000 | 53 899 CHF | 35 408 CHF | 100,00% | 100,00% |
07/11/2024 | 1,48% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 781 | 48 704 | 56 332 CHF | 34 895 CHF | 99,13% | 99,13% |