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 | 1,31% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 062 CHF | 38 402 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 637 CHF | 38 812 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 72 068 | 50 000 | 52 044 CHF | 36 634 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 754 CHF | 34 721 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 74 002 | 50 000 | 53 249 CHF | 36 554 CHF | 99,44% | 99,44% |
13/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 49 519 | 51 680 CHF | 37 053 CHF | 98,88% | 98,88% |
12/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 74 750 | 50 000 | 53 559 CHF | 36 348 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 84 375 | 50 000 | 52 949 CHF | 31 907 CHF | 100,00% | 100,00% |
08/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 84 460 | 25 000 | 52 638 CHF | 15 852 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 102 446 | 24 740 | 51 615 CHF | 12 724 CHF | 99,06% | 99,06% |