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 | 1,12% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 282 CHF | 44 902 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 743 CHF | 45 286 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 833 | 50 000 | 51 849 CHF | 43 134 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 69 668 | 50 000 | 56 731 CHF | 41 221 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 63 065 | 50 000 | 53 452 CHF | 42 959 CHF | 99,44% | 99,44% |
13/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 49 519 | 52 097 CHF | 43 491 CHF | 98,88% | 98,88% |
12/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 042 | 50 000 | 50 852 CHF | 42 848 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 070 CHF | 38 407 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 70 216 | 25 000 | 52 940 CHF | 19 102 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 82 446 | 24 740 | 52 250 CHF | 15 940 CHF | 99,06% | 99,06% |