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 | 2,46% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 60 158 | 50 000 | 54 025 CHF | 46 029 CHF | 100,00% | 100,00% |
19/11/2024 | 2,32% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 921 CHF | 45 137 CHF | 100,00% | 100,00% |
18/11/2024 | 2,68% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 013 CHF | 41 098 CHF | 100,00% | 100,00% |
15/11/2024 | 2,68% | 0,80 CHF | 0,83 CHF | 70 000 | 50 000 | 69 997 | 50 000 | 56 257 CHF | 41 275 CHF | 100,00% | 100,00% |
14/11/2024 | 2,67% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 035 CHF | 41 110 CHF | 99,27% | 99,27% |
13/11/2024 | 2,85% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 49 435 | 52 854 CHF | 38 395 CHF | 99,40% | 99,40% |
12/11/2024 | 2,63% | 0,80 CHF | 0,83 CHF | 70 000 | 50 000 | 69 820 | 50 000 | 56 381 CHF | 41 455 CHF | 100,00% | 100,00% |
11/11/2024 | 2,71% | 0,77 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 638 CHF | 39 365 CHF | 100,00% | 100,00% |
08/11/2024 | 3,02% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 78 283 | 50 000 | 53 226 CHF | 35 098 CHF | 100,00% | 100,00% |
07/11/2024 | 3,20% | 0,65 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 48 722 | 53 636 CHF | 33 706 CHF | 98,89% | 98,89% |