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 | 1,70% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 59 881 | 25 000 | 53 156 CHF | 22 579 CHF | 100,00% | 100,00% |
19/11/2024 | 1,82% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 51 636 | 23 353 | 48 182 CHF | 22 593 CHF | 94,92% | 94,92% |
18/11/2024 | 1,41% | 1,14 CHF | 1,15 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 738 CHF | 28 264 CHF | 100,00% | 100,00% |
15/11/2024 | 1,36% | 1,12 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 864 CHF | 28 821 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 1,21 CHF | 1,23 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 419 CHF | 30 101 CHF | 99,44% | 99,44% |
13/11/2024 | 1,43% | 1,17 CHF | 1,19 CHF | 50 000 | 25 000 | 50 000 | 24 964 | 56 551 CHF | 28 643 CHF | 98,88% | 98,88% |
12/11/2024 | 1,32% | 1,25 CHF | 1,27 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 51 955 CHF | 32 902 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 1,35 CHF | 1,37 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 55 906 CHF | 35 321 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 1,32 CHF | 1,34 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 51 998 CHF | 32 895 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 1,28 CHF | 1,29 CHF | 40 000 | 25 000 | 40 000 | 24 741 | 53 315 CHF | 33 391 CHF | 99,06% | 99,06% |