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 | 2,56% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 61 552 | 50 000 | 52 662 CHF | 43 938 CHF | 100,00% | 100,00% |
19/11/2024 | 2,42% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 62 503 | 50 000 | 52 527 CHF | 43 094 CHF | 100,00% | 100,00% |
18/11/2024 | 2,78% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 114 CHF | 39 010 CHF | 100,00% | 100,00% |
15/11/2024 | 2,79% | 0,76 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 366 CHF | 39 196 CHF | 100,00% | 100,00% |
14/11/2024 | 2,73% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 152 CHF | 39 015 CHF | 99,27% | 99,27% |
13/11/2024 | 3,08% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 76 167 | 49 435 | 54 255 CHF | 36 335 CHF | 99,40% | 99,40% |
12/11/2024 | 2,76% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 631 CHF | 39 380 CHF | 100,00% | 100,00% |
11/11/2024 | 2,83% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 71 678 | 50 000 | 51 936 CHF | 37 286 CHF | 100,00% | 100,00% |
08/11/2024 | 3,18% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 84 381 | 50 000 | 53 832 CHF | 33 011 CHF | 100,00% | 100,00% |
07/11/2024 | 3,33% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 82 311 | 48 722 | 51 788 CHF | 31 690 CHF | 98,89% | 98,89% |