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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 50 125 CHF | 50 575 CHF | 99,24% | 99,27% |
20/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 46 583 CHF | 46 983 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 38 395 CHF | 38 745 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 43 151 CHF | 43 501 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 44 159 CHF | 44 509 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 092 CHF | 47 492 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 702 CHF | 44 102 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,01 CHF | 1,02 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 720 CHF | 37 020 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 46 049 CHF | 46 349 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 105 CHF | 38 355 CHF | 100,00% | 100,00% |