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 | 1,40% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 76 934 | 50 000 | 54 718 CHF | 36 082 CHF | 100,00% | 100,00% |
19/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 73 617 | 50 000 | 52 708 CHF | 36 323 CHF | 95,85% | 95,85% |
18/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 76 501 | 50 000 | 54 478 CHF | 36 124 CHF | 99,57% | 99,57% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 361 CHF | 35 101 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 482 CHF | 34 551 CHF | 99,44% | 99,44% |
13/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 49 878 | 54 124 CHF | 34 244 CHF | 94,79% | 94,79% |
12/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 781 CHF | 32 863 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 83 694 | 50 000 | 52 533 CHF | 31 902 CHF | 94,79% | 94,79% |
08/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 82 137 | 50 000 | 51 923 CHF | 32 135 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 48 444 | 54 220 CHF | 29 660 CHF | 99,06% | 99,06% |