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 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 511 CHF | 34 569 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 75 909 | 50 000 | 53 937 CHF | 36 067 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 041 | 50 000 | 55 619 CHF | 35 693 CHF | 100,00% | 100,00% |
15/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 78 961 | 50 000 | 55 523 CHF | 35 679 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 010 | 50 000 | 51 957 CHF | 37 607 CHF | 99,22% | 99,22% |
13/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 49 448 | 53 707 CHF | 38 432 CHF | 99,36% | 99,36% |
12/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 819 CHF | 38 228 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 507 | 50 000 | 55 027 CHF | 35 114 CHF | 100,00% | 100,00% |
08/11/2024 | 2,32% | 0,73 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 291 CHF | 19 742 CHF | 100,00% | 100,00% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 77 251 | 48 697 | 54 913 CHF | 35 132 CHF | 98,73% | 98,73% |