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 | 1,22% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 770 CHF | 44 514 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 110 CHF | 46 498 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 328 CHF | 44 983 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 252 CHF | 45 752 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 146 CHF | 44 009 CHF | 99,52% | 99,52% |
13/11/2024 | 1,26% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 49 700 | 52 847 CHF | 44 330 CHF | 98,35% | 98,35% |
12/11/2024 | 1,26% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 68 399 | 50 000 | 56 319 CHF | 41 722 CHF | 99,93% | 99,93% |
11/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 131 CHF | 39 191 CHF | 100,00% | 100,00% |
08/11/2024 | 1,30% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 64 892 | 50 000 | 54 131 CHF | 42 290 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 66 713 | 48 695 | 55 326 CHF | 40 963 CHF | 98,50% | 98,50% |