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 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 618 CHF | 38 085 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 768 CHF | 39 620 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 171 CHF | 39 193 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 169 CHF | 39 192 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 69 515 | 50 000 | 56 522 CHF | 41 164 CHF | 99,22% | 99,22% |
13/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 63 423 | 49 448 | 53 102 CHF | 41 917 CHF | 99,36% | 99,36% |
12/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 69 932 | 50 000 | 57 765 CHF | 41 802 CHF | 100,00% | 100,00% |
11/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 408 CHF | 38 649 CHF | 100,00% | 100,00% |
08/11/2024 | 2,07% | 0,80 CHF | 0,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 065 CHF | 21 505 CHF | 100,00% | 100,00% |
07/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 696 | 54 700 CHF | 38 556 CHF | 98,73% | 98,73% |