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 | 1,42% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 78 123 | 50 000 | 54 723 CHF | 35 547 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 79 990 | 50 000 | 54 526 CHF | 34 583 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 533 CHF | 34 583 CHF | 100,00% | 100,00% |
15/11/2024 | 1,48% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 79 418 | 50 000 | 55 762 CHF | 35 637 CHF | 100,00% | 100,00% |
14/11/2024 | 1,41% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 75 752 | 50 000 | 53 264 CHF | 35 738 CHF | 99,52% | 99,52% |
13/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 49 704 | 55 814 CHF | 40 138 CHF | 99,32% | 99,32% |
12/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 181 CHF | 39 201 CHF | 100,00% | 100,00% |
11/11/2024 | 1,51% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 74 516 | 50 000 | 53 212 CHF | 36 283 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 440 | 50 000 | 55 366 CHF | 35 355 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 171 | 48 695 | 51 944 CHF | 32 030 CHF | 98,51% | 98,51% |