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 | 1,85% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 69 990 | 50 000 | 55 738 CHF | 40 565 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 61 106 | 50 000 | 52 127 CHF | 43 291 CHF | 99,40% | 99,40% |
18/11/2024 | 1,38% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 66 810 | 50 000 | 55 800 CHF | 42 373 CHF | 100,00% | 100,00% |
15/11/2024 | 1,34% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 66 723 | 50 000 | 54 124 CHF | 41 232 CHF | 100,00% | 100,00% |
14/11/2024 | 1,71% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 099 CHF | 39 307 CHF | 99,52% | 99,52% |
13/11/2024 | 1,95% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 094 | 49 383 | 51 608 CHF | 37 085 CHF | 99,32% | 99,32% |
12/11/2024 | 1,89% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 79 937 | 50 000 | 53 390 CHF | 34 035 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 029 CHF | 35 081 CHF | 100,00% | 100,00% |
08/11/2024 | 1,66% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 79 627 | 50 000 | 56 047 CHF | 35 787 CHF | 100,00% | 100,00% |
07/11/2024 | 1,56% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 48 444 | 53 182 CHF | 37 414 CHF | 99,13% | 99,13% |