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 | 1,14% | 0,86 CHF | 0,87 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 39 338 CHF | 39 788 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 40 101 CHF | 40 551 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 40 140 CHF | 40 590 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 39 447 CHF | 39 897 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 853 CHF | 44 353 CHF | 100,00% | 100,00% |
13/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 168 CHF | 40 668 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 155 CHF | 41 655 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 39 300 CHF | 39 750 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 40 079 CHF | 40 529 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 41 969 CHF | 42 419 CHF | 100,00% | 100,00% |