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 | 1,10% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 759 CHF | 110 974 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 247 CHF | 105 546 CHF | 100,00% | 100,00% |
18/11/2024 | 1,38% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 346 CHF | 66 257 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 732 CHF | 65 570 CHF | 99,99% | 99,99% |
14/11/2024 | 1,90% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 52 089 | 50 000 | 54 399 CHF | 53 404 CHF | 99,52% | 99,52% |
13/11/2024 | 2,10% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 56 438 | 49 588 | 54 478 CHF | 49 066 CHF | 71,44% | 71,44% |
12/11/2024 | 2,49% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 69 983 | 50 000 | 55 549 CHF | 40 689 CHF | 100,00% | 100,00% |
11/11/2024 | 2,51% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 69 930 | 50 000 | 55 004 CHF | 40 331 CHF | 96,53% | 96,53% |
08/11/2024 | 2,25% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 60 400 | 50 000 | 53 201 CHF | 45 057 CHF | 92,92% | 92,92% |
07/11/2024 | 2,47% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 48 703 | 52 861 CHF | 43 969 CHF | 99,12% | 99,12% |