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 | 1,06% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 982 | 50 000 | 57 848 CHF | 48 736 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 213 | 50 000 | 51 385 CHF | 50 708 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 352 CHF | 49 157 CHF | 100,00% | 100,00% |
15/11/2024 | 1,11% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 57 287 | 50 000 | 56 602 CHF | 50 024 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 317 CHF | 48 325 CHF | 99,52% | 99,52% |
13/11/2024 | 1,14% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 681 | 49 700 | 57 586 CHF | 48 511 CHF | 98,35% | 98,35% |
12/11/2024 | 1,33% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 434 CHF | 45 967 CHF | 99,93% | 99,93% |
11/11/2024 | 1,35% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 572 CHF | 43 560 CHF | 100,00% | 100,00% |
08/11/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 179 CHF | 46 515 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 48 695 | 54 907 CHF | 45 101 CHF | 98,50% | 98,50% |