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 | 1,73% | 0,80 CHF | 0,82 CHF | 70 000 | 25 000 | 61 689 | 25 000 | 53 335 CHF | 22 025 CHF | 100,00% | 100,00% |
19/11/2024 | 2,01% | 0,83 CHF | 0,85 CHF | 70 000 | 25 000 | 68 179 | 25 000 | 55 255 CHF | 20 703 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 0,89 CHF | 0,90 CHF | 60 000 | 25 000 | 59 040 | 25 000 | 54 668 CHF | 23 579 CHF | 93,88% | 93,88% |
15/11/2024 | 1,52% | 1,00 CHF | 1,02 CHF | 50 000 | 25 000 | 57 415 | 25 000 | 56 058 CHF | 24 815 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 0,81 CHF | 0,83 CHF | 70 000 | 25 000 | 66 543 | 25 000 | 55 379 CHF | 21 218 CHF | 99,22% | 99,22% |
13/11/2024 | 2,01% | 0,78 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 24 942 | 54 456 CHF | 19 799 CHF | 99,36% | 99,36% |
12/11/2024 | 1,77% | 0,79 CHF | 0,81 CHF | 70 000 | 25 000 | 59 508 | 25 000 | 55 925 CHF | 24 003 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 1,05 CHF | 1,07 CHF | 50 000 | 25 000 | 50 003 | 25 000 | 52 245 CHF | 26 493 CHF | 100,00% | 100,00% |
08/11/2024 | 2,72% | 0,93 CHF | 0,96 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 11 312 CHF | 11 624 CHF | 86,95% | 86,95% |
07/11/2024 | 1,97% | 0,83 CHF | 0,85 CHF | 70 000 | 25 000 | 66 549 | 24 635 | 53 314 CHF | 20 257 CHF | 70,48% | 70,48% |