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 | 2,61% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 956 CHF | 38 826 CHF | 100,00% | 100,00% |
19/11/2024 | 2,70% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 70 575 | 50 000 | 51 573 CHF | 37 546 CHF | 100,00% | 100,00% |
18/11/2024 | 3,03% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 71 898 | 43 384 | 51 975 CHF | 32 339 CHF | 100,00% | 100,00% |
15/11/2024 | 2,87% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 79 864 | 50 000 | 54 876 CHF | 35 359 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 915 CHF | 33 083 CHF | 99,27% | 99,27% |
13/11/2024 | 1,77% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 49 436 | 51 720 CHF | 32 526 CHF | 99,40% | 99,40% |
12/11/2024 | 2,92% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 973 CHF | 34 733 CHF | 100,00% | 100,00% |
11/11/2024 | 2,78% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 77 482 | 50 000 | 55 038 CHF | 36 533 CHF | 100,00% | 100,00% |
08/11/2024 | 2,63% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 766 CHF | 34 501 CHF | 100,00% | 100,00% |
07/11/2024 | 2,90% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 78 506 | 48 746 | 54 683 CHF | 34 930 CHF | 99,05% | 99,05% |