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 | 1,54% | 0,92 CHF | 0,94 CHF | 60 000 | 25 000 | 56 643 | 25 000 | 55 632 CHF | 24 974 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 0,95 CHF | 0,97 CHF | 60 000 | 25 000 | 59 665 | 25 000 | 55 507 CHF | 23 632 CHF | 100,00% | 100,00% |
18/11/2024 | 1,54% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 50 146 | 25 000 | 52 440 CHF | 26 554 CHF | 93,88% | 93,88% |
15/11/2024 | 1,35% | 1,12 CHF | 1,13 CHF | 50 000 | 25 000 | 50 009 | 25 000 | 54 789 CHF | 27 762 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 0,93 CHF | 0,95 CHF | 60 000 | 25 000 | 58 938 | 25 000 | 56 035 CHF | 24 136 CHF | 99,22% | 99,22% |
13/11/2024 | 1,76% | 0,90 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 24 942 | 53 811 CHF | 22 767 CHF | 99,36% | 99,36% |
12/11/2024 | 1,52% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 51 480 | 25 000 | 54 477 CHF | 26 942 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 1,17 CHF | 1,19 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 124 CHF | 29 450 CHF | 100,00% | 100,00% |
08/11/2024 | 2,52% | 1,05 CHF | 1,08 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 12 781 CHF | 13 107 CHF | 86,95% | 86,95% |
07/11/2024 | 1,73% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 61 120 | 24 739 | 55 375 CHF | 22 894 CHF | 98,73% | 98,73% |