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 | 1,73% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 82 460 | 50 000 | 52 468 CHF | 32 405 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 032 CHF | 34 325 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 646 CHF | 32 854 CHF | 100,00% | 100,00% |
15/11/2024 | 1,64% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 964 CHF | 33 650 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 84 455 | 50 000 | 53 006 CHF | 31 928 CHF | 99,52% | 99,52% |
13/11/2024 | 1,79% | 0,65 CHF | 0,67 CHF | 80 000 | 50 000 | 82 318 | 49 700 | 52 444 CHF | 32 270 CHF | 98,35% | 98,35% |
12/11/2024 | 2,07% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 308 CHF | 29 666 CHF | 99,93% | 99,93% |
11/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 229 CHF | 27 139 CHF | 100,00% | 100,00% |
08/11/2024 | 1,89% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 314 CHF | 30 184 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 90 000 | 48 695 | 52 859 CHF | 29 164 CHF | 98,50% | 98,50% |