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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,84% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 746 CHF | 71 042 CHF | 100,00% | 100,00% |
22/11/2024 | 1,73% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 269 CHF | 72 513 CHF | 100,00% | 100,00% |
20/11/2024 | 1,69% | 1,05 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 609 CHF | 79 947 CHF | 100,00% | 100,00% |
19/11/2024 | 1,91% | 1,02 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 296 CHF | 74 709 CHF | 100,00% | 100,00% |
18/11/2024 | 2,22% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 499 CHF | 45 583 CHF | 100,00% | 100,00% |
15/11/2024 | 2,25% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 61 588 | 50 000 | 54 054 CHF | 44 976 CHF | 99,99% | 99,99% |
14/11/2024 | 3,13% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 79 017 | 50 000 | 50 223 CHF | 32 783 CHF | 99,52% | 99,52% |
13/11/2024 | 3,64% | 0,51 CHF | 0,53 CHF | 77 113 | 50 000 | 77 907 | 49 597 | 43 438 CHF | 28 631 CHF | 73,18% | 73,18% |
12/11/2024 | 5,14% | 0,42 CHF | 0,44 CHF | 75 284 | 50 000 | 74 474 | 50 000 | 28 320 CHF | 20 010 CHF | 100,00% | 100,00% |
11/11/2024 | 5,60% | 0,37 CHF | 0,39 CHF | 74 127 | 50 000 | 74 162 | 50 000 | 27 614 CHF | 19 685 CHF | 96,53% | 96,53% |