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 | 1,09% | 0,86 CHF | 0,87 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 54 849 CHF | 55 449 CHF | 100,00% | 100,00% |
19/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 165 CHF | 41 765 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 877 CHF | 43 477 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 490 CHF | 38 990 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 995 CHF | 41 495 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 028 CHF | 44 528 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 0,88 CHF | 0,89 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 655 CHF | 42 055 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 53 385 CHF | 53 835 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 45 547 CHF | 45 997 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 260 CHF | 52 760 CHF | 100,00% | 100,00% |