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 | 1,71% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 235 CHF | 29 520 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 87 648 | 50 000 | 53 439 CHF | 31 012 CHF | 100,00% | 100,00% |
18/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 201 CHF | 30 612 CHF | 100,00% | 100,00% |
15/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 214 | 50 000 | 53 608 CHF | 30 560 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 81 946 | 50 000 | 52 449 CHF | 32 527 CHF | 99,22% | 99,22% |
13/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 49 448 | 53 329 CHF | 33 456 CHF | 99,36% | 99,36% |
12/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 329 CHF | 33 206 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 119 CHF | 30 011 CHF | 100,00% | 100,00% |
08/11/2024 | 2,64% | 0,62 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 765 CHF | 17 214 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 48 697 | 54 916 CHF | 30 212 CHF | 98,73% | 98,73% |