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 | 2,61% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 587 CHF | 40 755 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 499 CHF | 39 967 CHF | 100,00% | 100,00% |
18/11/2024 | 3,08% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 79 487 | 50 000 | 55 279 CHF | 35 869 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 79 456 | 50 000 | 55 606 CHF | 36 056 CHF | 100,00% | 100,00% |
14/11/2024 | 2,94% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 78 550 | 50 000 | 54 696 CHF | 35 877 CHF | 98,91% | 98,91% |
13/11/2024 | 3,20% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 163 | 49 435 | 52 137 CHF | 33 190 CHF | 99,40% | 99,40% |
12/11/2024 | 2,97% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 77 402 | 50 000 | 54 323 CHF | 36 181 CHF | 100,00% | 100,00% |
11/11/2024 | 3,05% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 945 CHF | 34 115 CHF | 100,00% | 100,00% |
08/11/2024 | 3,47% | 0,63 CHF | 0,66 CHF | 80 000 | 50 000 | 92 362 | 50 000 | 52 964 CHF | 29 782 CHF | 100,00% | 100,00% |
07/11/2024 | 3,85% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 91 166 | 48 722 | 51 541 CHF | 28 619 CHF | 98,89% | 98,89% |