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 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 87 779 | 50 000 | 54 017 CHF | 31 289 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 115 | 50 000 | 51 681 CHF | 32 756 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 81 150 | 50 000 | 51 569 CHF | 32 285 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 82 598 | 50 000 | 52 432 CHF | 32 263 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 979 CHF | 34 237 CHF | 99,22% | 99,22% |
13/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 776 | 49 448 | 55 919 CHF | 35 161 CHF | 99,36% | 99,36% |
12/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 126 CHF | 34 954 CHF | 100,00% | 100,00% |
11/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 85 365 | 50 000 | 53 376 CHF | 31 800 CHF | 100,00% | 100,00% |
08/11/2024 | 2,35% | 0,66 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 645 CHF | 18 065 CHF | 100,00% | 100,00% |
07/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 007 | 48 696 | 51 477 CHF | 31 834 CHF | 98,73% | 98,73% |