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 | 2,63% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 70 003 | 50 000 | 54 848 CHF | 40 219 CHF | 100,00% | 100,00% |
19/11/2024 | 2,70% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 749 CHF | 39 443 CHF | 100,00% | 100,00% |
18/11/2024 | 2,99% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 816 CHF | 35 299 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 79 949 | 50 000 | 55 122 CHF | 35 515 CHF | 100,00% | 100,00% |
14/11/2024 | 2,96% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 79 761 | 50 000 | 54 754 CHF | 35 360 CHF | 99,27% | 99,27% |
13/11/2024 | 3,25% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 802 | 49 435 | 51 709 CHF | 32 684 CHF | 99,40% | 99,40% |
12/11/2024 | 2,96% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 79 489 | 50 000 | 55 010 CHF | 35 652 CHF | 100,00% | 100,00% |
11/11/2024 | 3,16% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 001 | 50 000 | 52 146 CHF | 33 636 CHF | 100,00% | 100,00% |
08/11/2024 | 3,62% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 94 203 | 50 000 | 53 173 CHF | 29 350 CHF | 100,00% | 100,00% |
07/11/2024 | 3,83% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 93 485 | 48 722 | 51 969 CHF | 28 143 CHF | 98,89% | 98,89% |