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 | 1,45% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 972 | 50 000 | 54 779 CHF | 34 750 CHF | 100,00% | 100,00% |
20/11/2024 | 2,02% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 540 | 50 000 | 48 880 CHF | 30 966 CHF | 99,00% | 99,00% |
19/11/2024 | 2,49% | 0,62 CHF | 0,64 CHF | 81 032 | 50 000 | 80 639 | 50 000 | 49 604 CHF | 31 532 CHF | 100,00% | 100,00% |
18/11/2024 | 2,42% | 0,57 CHF | 0,58 CHF | 80 000 | 50 000 | 79 764 | 50 000 | 44 203 CHF | 28 386 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 79 121 | 50 000 | 79 142 | 50 000 | 41 571 CHF | 26 763 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,52 CHF | 0,54 CHF | 79 064 | 50 000 | 79 156 | 50 000 | 41 336 CHF | 26 670 CHF | 99,22% | 99,22% |
13/11/2024 | 2,04% | 0,57 CHF | 0,58 CHF | 79 765 | 50 000 | 79 375 | 49 710 | 44 145 CHF | 28 204 CHF | 99,36% | 99,36% |
12/11/2024 | 2,45% | 0,53 CHF | 0,54 CHF | 78 709 | 50 000 | 77 343 | 50 000 | 36 534 CHF | 24 196 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 0,41 CHF | 0,42 CHF | 75 807 | 50 000 | 75 819 | 50 000 | 31 263 CHF | 21 183 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 76 731 | 50 000 | 76 657 | 50 000 | 36 871 CHF | 24 547 CHF | 100,00% | 100,00% |