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 | 1,89% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 54 020 | 50 000 | 53 332 CHF | 50 385 CHF | 100,00% | 100,00% |
19/11/2024 | 2,03% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 436 CHF | 47 145 CHF | 100,00% | 100,00% |
18/11/2024 | 1,97% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 776 CHF | 48 254 CHF | 100,00% | 100,00% |
15/11/2024 | 1,33% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 337 CHF | 49 263 CHF | 99,99% | 99,99% |
14/11/2024 | 1,81% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 089 | 50 000 | 50 939 CHF | 51 779 CHF | 99,52% | 99,52% |
13/11/2024 | 1,83% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 56 593 | 49 383 | 56 139 CHF | 49 923 CHF | 99,32% | 99,32% |
12/11/2024 | 1,60% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 435 | 50 000 | 58 475 CHF | 49 991 CHF | 100,00% | 100,00% |
11/11/2024 | 1,62% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 50 024 | 50 000 | 51 506 CHF | 52 327 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 385 CHF | 49 411 CHF | 100,00% | 100,00% |
07/11/2024 | 1,79% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 59 729 | 48 444 | 57 934 CHF | 47 862 CHF | 99,12% | 99,12% |