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 | 1,21% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 67 627 | 50 000 | 55 648 CHF | 41 674 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 69 885 | 50 000 | 56 266 CHF | 40 781 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 283 CHF | 40 741 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 68 363 | 50 000 | 56 498 CHF | 41 838 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 64 697 | 50 000 | 53 412 CHF | 41 880 CHF | 99,52% | 99,52% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 49 704 | 55 225 CHF | 46 257 CHF | 99,32% | 99,32% |
12/11/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 851 CHF | 45 376 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 63 662 | 50 000 | 53 316 CHF | 42 413 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 68 662 | 50 000 | 56 351 CHF | 41 554 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 48 695 | 53 986 CHF | 38 029 CHF | 98,51% | 98,51% |