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 | 1,28% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 263 | 50 000 | 52 050 CHF | 43 750 CHF | 100,00% | 100,00% |
20/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 084 CHF | 39 846 CHF | 99,00% | 99,00% |
19/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 658 CHF | 40 255 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 412 | 50 000 | 51 683 CHF | 37 386 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,69 CHF | 0,71 CHF | 78 995 | 50 000 | 78 246 | 50 000 | 54 832 CHF | 35 763 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 0,70 CHF | 0,71 CHF | 79 005 | 50 000 | 78 071 | 50 000 | 54 564 CHF | 35 608 CHF | 99,22% | 99,22% |
13/11/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 72 125 | 49 710 | 53 021 CHF | 37 092 CHF | 99,36% | 99,36% |
12/11/2024 | 1,78% | 0,71 CHF | 0,72 CHF | 78 709 | 50 000 | 77 343 | 50 000 | 50 456 CHF | 33 196 CHF | 100,00% | 100,00% |
11/11/2024 | 1,90% | 0,59 CHF | 0,60 CHF | 75 807 | 50 000 | 75 819 | 50 000 | 44 910 CHF | 30 183 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,65 CHF | 0,67 CHF | 76 731 | 50 000 | 76 666 | 50 000 | 50 550 CHF | 33 547 CHF | 100,00% | 100,00% |