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 | 1,28% | 0,72 CHF | 0,73 CHF | 70 000 | 20 000 | 70 027 | 20 000 | 54 316 CHF | 15 714 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 70 000 | 20 000 | 74 109 | 20 000 | 53 521 CHF | 14 666 CHF | 91,41% | 91,41% |
18/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 73 243 | 20 000 | 53 228 CHF | 14 753 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 70 000 | 20 000 | 69 584 | 20 000 | 54 683 CHF | 15 924 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 60 000 | 20 000 | 67 413 | 20 000 | 54 520 CHF | 16 410 CHF | 99,44% | 99,44% |
13/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 70 000 | 20 000 | 77 117 | 19 804 | 54 263 CHF | 14 176 CHF | 98,88% | 98,88% |
12/11/2024 | 1,26% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 69 729 | 20 000 | 55 102 CHF | 16 009 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 182 CHF | 18 927 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 54 035 CHF | 18 212 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 20 000 | 50 443 | 19 351 | 51 683 CHF | 20 049 CHF | 99,06% | 99,06% |