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 | 1,63% | 0,61 CHF | 0,62 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 27 351 CHF | 27 801 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 26 120 CHF | 26 570 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 871 CHF | 28 371 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 280 CHF | 26 780 CHF | 98,88% | 98,88% |
14/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 266 CHF | 24 766 CHF | 100,00% | 100,00% |
13/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 548 CHF | 26 048 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 23 451 CHF | 23 901 CHF | 100,00% | 100,00% |
11/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 338 CHF | 24 738 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 21 069 CHF | 21 369 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 32 089 CHF | 32 439 CHF | 100,00% | 100,00% |