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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 130 CHF | 18 577 CHF | 100,00% | 100,00% |
20/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 56 946 CHF | 19 182 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 60 000 | 20 000 | 52 049 | 20 000 | 52 878 CHF | 20 543 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 60 000 | 20 000 | 59 440 | 20 000 | 57 224 CHF | 19 462 CHF | 94,79% | 94,79% |
15/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 55 881 CHF | 18 827 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 60 000 | 20 000 | 59 807 | 20 000 | 56 965 CHF | 19 253 CHF | 99,44% | 99,44% |
13/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 20 000 | 50 000 | 19 927 | 52 670 CHF | 21 193 CHF | 98,88% | 98,88% |
12/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 50 612 CHF | 20 445 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 60 000 | 25 000 | 53 010 | 25 000 | 53 007 CHF | 25 263 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 617 CHF | 26 558 CHF | 100,00% | 100,00% |