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 | 1,02% | 1,71 CHF | 1,73 CHF | 30 000 | 25 000 | 33 183 | 25 000 | 55 769 CHF | 42 549 CHF | 100,00% | 100,00% |
20/11/2024 | 1,00% | 1,62 CHF | 1,63 CHF | 40 000 | 25 000 | 32 484 | 25 000 | 54 376 CHF | 42 344 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,65 CHF | 1,66 CHF | 40 000 | 25 000 | 39 401 | 25 000 | 63 945 CHF | 40 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,70 CHF | 1,72 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 177 CHF | 43 870 CHF | 93,88% | 93,88% |
15/11/2024 | 0,88% | 1,81 CHF | 1,83 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 656 CHF | 45 110 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,62 CHF | 1,64 CHF | 40 000 | 25 000 | 38 227 | 25 000 | 62 792 CHF | 41 518 CHF | 99,22% | 99,22% |
13/11/2024 | 0,98% | 1,59 CHF | 1,61 CHF | 40 000 | 25 000 | 40 000 | 24 942 | 63 599 CHF | 40 049 CHF | 99,36% | 99,36% |
12/11/2024 | 0,97% | 1,60 CHF | 1,62 CHF | 40 000 | 25 000 | 31 393 | 25 000 | 54 887 CHF | 44 263 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,87 CHF | 1,88 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 664 CHF | 46 769 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 1,75 CHF | 1,77 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 21 446 CHF | 21 772 CHF | 86,95% | 86,95% |