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 | 1,50% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 78 647 | 50 000 | 52 180 CHF | 33 743 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 68 352 | 50 000 | 55 678 CHF | 41 285 CHF | 92,96% | 92,96% |
18/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 75 515 | 50 000 | 53 986 CHF | 36 301 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 89 931 | 75 000 | 53 472 CHF | 45 346 CHF | 100,00% | 100,00% |
14/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 475 | 50 000 | 52 594 CHF | 29 584 CHF | 99,22% | 99,22% |
13/11/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 78 778 | 49 710 | 54 991 CHF | 35 221 CHF | 99,36% | 99,36% |
12/11/2024 | 1,63% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 88 506 | 75 000 | 53 762 CHF | 46 400 CHF | 100,00% | 100,00% |
11/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 96 097 | 48 734 | 50 989 CHF | 26 369 CHF | 100,00% | 100,00% |
08/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 81 514 | 50 000 | 53 090 CHF | 33 105 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 86 826 | 50 000 | 53 086 CHF | 31 120 CHF | 90,22% | 90,22% |