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 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 373 CHF | 34 483 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 76 044 | 50 000 | 53 934 CHF | 36 003 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 79 674 | 50 000 | 55 944 CHF | 35 612 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 78 985 | 50 000 | 55 353 CHF | 35 560 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 024 | 50 000 | 51 854 CHF | 37 527 CHF | 99,22% | 99,22% |
13/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 49 448 | 53 663 CHF | 38 401 CHF | 99,36% | 99,36% |
12/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 788 CHF | 38 206 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 79 989 | 50 000 | 55 209 CHF | 35 011 CHF | 100,00% | 100,00% |
08/11/2024 | 2,30% | 0,72 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 265 CHF | 19 714 CHF | 100,00% | 100,00% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 77 259 | 48 697 | 54 870 CHF | 35 100 CHF | 98,73% | 98,73% |