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 | 1,63% | 0,86 CHF | 0,88 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 554 CHF | 23 527 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 60 234 | 25 000 | 52 490 CHF | 22 203 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 57 628 | 25 000 | 56 808 CHF | 25 079 CHF | 93,88% | 93,88% |
15/11/2024 | 1,48% | 1,06 CHF | 1,08 CHF | 50 000 | 25 000 | 50 629 | 25 000 | 52 495 CHF | 26 326 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 0,87 CHF | 0,89 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 625 CHF | 22 718 CHF | 99,22% | 99,22% |
13/11/2024 | 1,88% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 64 706 | 24 942 | 54 137 CHF | 21 297 CHF | 99,36% | 99,36% |
12/11/2024 | 1,66% | 0,85 CHF | 0,87 CHF | 60 000 | 25 000 | 53 531 | 25 000 | 53 479 CHF | 25 503 CHF | 100,00% | 100,00% |
11/11/2024 | 1,34% | 1,11 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 242 CHF | 27 993 CHF | 100,00% | 100,00% |
08/11/2024 | 2,50% | 1,00 CHF | 1,02 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 12 068 CHF | 12 374 CHF | 86,95% | 86,95% |
07/11/2024 | 1,82% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 62 992 | 24 784 | 53 623 CHF | 21 606 CHF | 95,10% | 95,10% |