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 | 18,33% | 1,05 CHF | 1,15 CHF | 50 000 | 20 000 | 60 437 | 7 473 | 53 812 CHF | 8 254 CHF | 99,57% | 99,57% |
19/11/2024 | 9,70% | 0,93 CHF | 0,98 CHF | 60 000 | 20 000 | 61 606 | 7 472 | 54 055 CHF | 7 269 CHF | 99,58% | 99,58% |
18/11/2024 | 12,26% | 0,75 CHF | 0,80 CHF | 70 000 | 20 000 | 77 234 | 7 513 | 52 817 CHF | 5 832 CHF | 98,47% | 98,47% |
15/11/2024 | 12,77% | 0,63 CHF | 0,68 CHF | 80 000 | 20 000 | 80 532 | 7 473 | 52 348 CHF | 5 348 CHF | 99,59% | 99,59% |
14/11/2024 | 15,48% | 0,69 CHF | 0,74 CHF | 80 000 | 20 000 | 97 648 | 7 473 | 52 951 CHF | 5 105 CHF | 99,59% | 99,59% |
13/11/2024 | 11,07% | 0,66 CHF | 0,71 CHF | 80 000 | 20 000 | 71 753 | 7 568 | 53 735 CHF | 6 022 CHF | 96,94% | 96,94% |
12/11/2024 | 22,45% | 0,76 CHF | 0,86 CHF | 70 000 | 20 000 | 75 487 | 7 478 | 53 206 CHF | 6 505 CHF | 99,47% | 99,47% |
11/11/2024 | 16,91% | 0,92 CHF | 1,07 CHF | 60 000 | 10 000 | 40 772 | 3 758 | 56 083 CHF | 5 430 CHF | 98,38% | 98,38% |
08/11/2024 | 18,79% | 1,87 CHF | 2,07 CHF | 30 000 | 5 000 | 33 384 | 1 869 | 57 373 CHF | 3 888 CHF | 99,56% | 99,56% |
07/11/2024 | 15,20% | 2,06 CHF | 2,26 CHF | 30 000 | 5 000 | 30 245 | 2 258 | 61 077 CHF | 5 014 CHF | 50,09% | 50,09% |