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 | 2,05% | 0,95 CHF | 0,98 CHF | 60 000 | 50 000 | 51 663 | 50 000 | 52 399 CHF | 51 828 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 53 124 | 50 000 | 53 049 CHF | 51 047 CHF | 100,00% | 100,00% |
18/11/2024 | 2,27% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 053 CHF | 46 931 CHF | 100,00% | 100,00% |
15/11/2024 | 2,28% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 267 CHF | 47 119 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 0,92 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 055 CHF | 46 919 CHF | 98,36% | 98,36% |
13/11/2024 | 2,42% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 435 | 52 285 CHF | 44 124 CHF | 99,40% | 99,40% |
12/11/2024 | 2,24% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 446 CHF | 47 250 CHF | 100,00% | 100,00% |
11/11/2024 | 2,34% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 974 CHF | 45 191 CHF | 100,00% | 100,00% |
08/11/2024 | 2,55% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 68 533 | 50 000 | 54 503 CHF | 40 850 CHF | 100,00% | 100,00% |
07/11/2024 | 2,72% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 48 722 | 55 094 CHF | 39 376 CHF | 98,89% | 98,89% |