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 | 0,68% | 1,47 CHF | 1,48 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 66 330 CHF | 66 780 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 67 606 CHF | 68 056 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 63 489 CHF | 63 889 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 72 046 CHF | 72 496 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 68 387 CHF | 68 837 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 758 CHF | 77 258 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 847 CHF | 71 347 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 639 CHF | 68 139 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 339 CHF | 71 839 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 406 CHF | 70 906 CHF | 100,00% | 100,00% |