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 | 1,15% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 915 CHF | 43 763 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 672 CHF | 45 226 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 127 CHF | 44 773 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 101 CHF | 44 751 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 446 CHF | 46 705 CHF | 99,22% | 99,22% |
13/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 49 448 | 57 004 CHF | 47 476 CHF | 99,36% | 99,36% |
12/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 332 CHF | 47 443 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 546 CHF | 44 288 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 0,91 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 880 CHF | 24 291 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 48 696 | 53 598 CHF | 44 002 CHF | 98,73% | 98,73% |