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 | 2,42% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 819 CHF | 39 385 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,70 CHF | 0,72 CHF | 78 976 | 50 000 | 77 790 | 50 000 | 54 719 CHF | 36 145 CHF | 100,00% | 100,00% |
18/11/2024 | 2,56% | 0,72 CHF | 0,73 CHF | 79 180 | 50 000 | 71 580 | 50 000 | 51 963 CHF | 37 262 CHF | 99,06% | 99,06% |
15/11/2024 | 1,96% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 659 CHF | 38 355 CHF | 99,99% | 99,99% |
14/11/2024 | 2,30% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 792 CHF | 40 779 CHF | 99,52% | 99,52% |
13/11/2024 | 2,35% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 49 383 | 54 084 CHF | 39 058 CHF | 99,32% | 99,32% |
12/11/2024 | 2,05% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 480 CHF | 38 991 CHF | 100,00% | 100,00% |
11/11/2024 | 2,06% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 69 466 | 50 000 | 56 228 CHF | 41 327 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 873 CHF | 38 411 CHF | 100,00% | 100,00% |
07/11/2024 | 2,07% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 010 | 48 991 | 52 684 CHF | 37 648 CHF | 95,38% | 95,38% |