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 | 0,57% | 1,66 CHF | 1,67 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 122 324 CHF | 123 024 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 94 631 CHF | 95 231 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 116 502 CHF | 117 202 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 98 039 CHF | 98 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 117 272 CHF | 117 972 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 98 013 CHF | 98 613 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,70 CHF | 1,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 108 251 CHF | 108 851 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 111 487 CHF | 112 087 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 105 365 CHF | 105 965 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 121 989 CHF | 122 589 CHF | 100,00% | 100,00% |