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 | 1,45% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 79 601 | 50 000 | 54 633 CHF | 34 826 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 78 479 | 50 000 | 55 272 CHF | 35 795 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 78 316 | 50 000 | 55 262 CHF | 35 857 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 575 CHF | 34 650 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 78 250 | 50 000 | 52 749 CHF | 34 262 CHF | 99,52% | 99,52% |
13/11/2024 | 1,73% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 49 704 | 52 425 CHF | 29 453 CHF | 99,32% | 99,32% |
12/11/2024 | 1,63% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 89 937 | 50 000 | 54 681 CHF | 30 901 CHF | 100,00% | 100,00% |
11/11/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 364 CHF | 33 895 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 064 CHF | 34 915 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 70 585 | 48 695 | 52 085 CHF | 36 472 CHF | 98,51% | 98,51% |