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 | 0,96% | 1,50 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 62 636 CHF | 39 525 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 1,53 CHF | 1,55 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 464 CHF | 38 203 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,59 CHF | 1,60 CHF | 40 000 | 25 000 | 38 112 | 25 000 | 61 889 CHF | 41 079 CHF | 93,88% | 93,88% |
15/11/2024 | 0,92% | 1,70 CHF | 1,72 CHF | 30 000 | 25 000 | 32 386 | 25 000 | 54 229 CHF | 42 315 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 1,51 CHF | 1,53 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 301 CHF | 38 718 CHF | 99,22% | 99,22% |
13/11/2024 | 1,07% | 1,48 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 24 942 | 59 117 CHF | 37 258 CHF | 99,36% | 99,36% |
12/11/2024 | 0,99% | 1,49 CHF | 1,51 CHF | 40 000 | 25 000 | 34 455 | 25 000 | 56 374 CHF | 41 480 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,75 CHF | 1,77 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 327 CHF | 43 972 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 1,63 CHF | 1,66 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 20 047 CHF | 20 372 CHF | 86,95% | 86,95% |
07/11/2024 | 1,05% | 1,53 CHF | 1,54 CHF | 40 000 | 25 000 | 40 000 | 24 739 | 59 580 CHF | 37 272 CHF | 98,73% | 98,73% |