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 | 1,81% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 228 CHF | 38 928 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 42 156 CHF | 42 956 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 37 541 CHF | 38 341 CHF | 100,00% | 100,00% |
15/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 34 006 CHF | 34 706 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 317 CHF | 32 917 CHF | 100,00% | 100,00% |
13/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 35 312 CHF | 35 912 CHF | 100,00% | 100,00% |
12/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 41 655 CHF | 42 355 CHF | 100,00% | 100,00% |
11/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 063 CHF | 37 763 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 718 CHF | 53 718 CHF | 100,00% | 100,00% |
07/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 690 CHF | 42 690 CHF | 100,00% | 100,00% |