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 | 1,83% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 78 596 | 49 465 | 53 557 CHF | 34 332 CHF | 100,00% | 100,00% |
19/11/2024 | 1,75% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 908 CHF | 34 922 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 410 CHF | 33 360 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 88 633 | 50 000 | 54 480 CHF | 31 247 CHF | 100,00% | 100,00% |
14/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 83 693 | 50 000 | 52 589 CHF | 31 955 CHF | 99,27% | 99,27% |
13/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 87 923 | 49 375 | 54 223 CHF | 30 994 CHF | 99,40% | 99,40% |
12/11/2024 | 1,63% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 391 | 50 000 | 55 918 CHF | 35 801 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 351 CHF | 40 036 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 896 CHF | 40 426 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 64 381 | 47 945 | 53 106 CHF | 40 113 CHF | 99,06% | 99,06% |