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 | 1,68% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 809 CHF | 33 565 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 74 616 | 50 000 | 53 183 CHF | 36 291 CHF | 99,40% | 99,40% |
18/11/2024 | 1,70% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 017 | 50 000 | 54 980 CHF | 35 404 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 77 698 | 50 000 | 52 244 CHF | 34 390 CHF | 100,00% | 100,00% |
14/11/2024 | 2,08% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 81 232 | 50 000 | 51 390 CHF | 32 307 CHF | 99,52% | 99,52% |
13/11/2024 | 2,41% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 86 220 | 49 383 | 51 404 CHF | 30 172 CHF | 99,32% | 99,32% |
12/11/2024 | 2,39% | 0,57 CHF | 0,59 CHF | 86 123 | 50 000 | 85 338 | 50 000 | 45 058 CHF | 27 035 CHF | 100,00% | 100,00% |
11/11/2024 | 2,77% | 0,55 CHF | 0,56 CHF | 85 458 | 50 000 | 85 441 | 50 000 | 46 810 CHF | 28 161 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 0,55 CHF | 0,56 CHF | 84 895 | 50 000 | 84 967 | 50 000 | 47 919 CHF | 28 787 CHF | 100,00% | 100,00% |
07/11/2024 | 1,96% | 0,60 CHF | 0,61 CHF | 85 613 | 50 000 | 84 164 | 48 444 | 52 121 CHF | 30 638 CHF | 99,13% | 99,13% |