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 | 1,25% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 60 020 | 50 000 | 51 933 CHF | 43 810 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 68 749 | 50 000 | 56 805 CHF | 41 855 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 505 CHF | 43 433 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 62 015 | 50 000 | 52 328 CHF | 42 790 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 827 CHF | 44 564 CHF | 99,52% | 99,52% |
13/11/2024 | 1,34% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 49 700 | 52 185 CHF | 43 808 CHF | 98,35% | 98,35% |
12/11/2024 | 1,24% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 709 CHF | 47 002 CHF | 99,93% | 99,93% |
11/11/2024 | 1,11% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 59 992 | 50 000 | 58 666 CHF | 49 440 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 193 CHF | 46 540 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 48 695 | 55 496 CHF | 45 594 CHF | 98,50% | 98,50% |