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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 88 297 | 20 000 | 53 967 CHF | 12 431 CHF | 100,00% | 100,00% |
20/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 80 349 | 20 000 | 51 564 CHF | 13 037 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 0,67 CHF | 0,68 CHF | 80 000 | 20 000 | 75 597 | 20 000 | 53 514 CHF | 14 380 CHF | 100,00% | 100,00% |
18/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 20 000 | 80 000 | 20 000 | 52 434 CHF | 13 309 CHF | 94,79% | 94,79% |
15/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 85 391 | 20 000 | 53 234 CHF | 12 677 CHF | 100,00% | 100,00% |
14/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 80 198 | 20 000 | 51 716 CHF | 13 098 CHF | 99,44% | 99,44% |
13/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 70 000 | 19 927 | 52 112 CHF | 15 037 CHF | 98,88% | 98,88% |
12/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 70 000 | 20 000 | 77 800 | 20 000 | 54 614 CHF | 14 250 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 55 371 CHF | 17 554 CHF | 100,00% | 100,00% |
08/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 141 CHF | 18 872 CHF | 100,00% | 100,00% |