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 | 1,81% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 462 CHF | 46 215 CHF | 100,00% | 100,00% |
19/11/2024 | 1,91% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 61 524 | 50 000 | 51 833 CHF | 42 958 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 905 CHF | 44 108 CHF | 100,00% | 100,00% |
15/11/2024 | 2,03% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 226 CHF | 45 263 CHF | 99,99% | 99,99% |
14/11/2024 | 1,91% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 135 CHF | 47 683 CHF | 99,52% | 99,52% |
13/11/2024 | 1,96% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 49 383 | 54 639 CHF | 45 860 CHF | 99,32% | 99,32% |
12/11/2024 | 2,04% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 989 CHF | 45 916 CHF | 100,00% | 100,00% |
11/11/2024 | 1,84% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 792 CHF | 48 205 CHF | 100,00% | 100,00% |
08/11/2024 | 1,95% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 293 CHF | 45 284 CHF | 100,00% | 100,00% |
07/11/2024 | 1,79% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 48 444 | 53 396 CHF | 43 908 CHF | 99,12% | 99,12% |