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 | 1,28% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 133 CHF | 54 833 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 50 944 CHF | 51 644 CHF | 100,00% | 100,00% |
18/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 51 216 CHF | 51 916 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 561 CHF | 45 061 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 751 CHF | 55 251 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 232 CHF | 53 732 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 621 CHF | 56 121 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 358 CHF | 54 858 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 230 CHF | 51 730 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 59 970 CHF | 60 570 CHF | 100,00% | 100,00% |