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 | 1,66% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 657 CHF | 30 310 CHF | 100,00% | 100,00% |
19/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 010 CHF | 30 505 CHF | 95,85% | 95,85% |
18/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 776 CHF | 30 376 CHF | 99,57% | 99,57% |
15/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 844 CHF | 29 302 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 50 858 CHF | 28 755 CHF | 99,44% | 99,44% |
13/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 92 781 | 49 878 | 52 018 CHF | 28 484 CHF | 94,79% | 94,79% |
12/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 069 CHF | 27 034 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 195 CHF | 26 098 CHF | 94,79% | 94,79% |
08/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 101 088 | 50 000 | 52 168 CHF | 26 317 CHF | 100,00% | 100,00% |
07/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 109 564 | 48 444 | 53 257 CHF | 24 025 CHF | 99,06% | 99,06% |