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 | 1,41% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 608 CHF | 38 836 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 321 CHF | 40 770 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 204 CHF | 39 235 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 69 465 | 50 000 | 54 920 CHF | 40 102 CHF | 100,00% | 100,00% |
14/11/2024 | 1,45% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 955 CHF | 38 376 CHF | 99,52% | 99,52% |
13/11/2024 | 1,49% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 49 700 | 53 660 CHF | 38 666 CHF | 98,35% | 98,35% |
12/11/2024 | 1,70% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 77 517 | 50 000 | 54 932 CHF | 36 076 CHF | 99,93% | 99,93% |
11/11/2024 | 1,61% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 924 CHF | 33 615 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 72 783 | 50 000 | 52 434 CHF | 36 619 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 74 338 | 48 695 | 53 213 CHF | 35 427 CHF | 98,50% | 98,50% |