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 | 1,08% | 0,91 CHF | 0,92 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 739 CHF | 65 439 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 63 221 CHF | 63 921 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 55 164 CHF | 55 764 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 60 187 CHF | 60 787 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,14 CHF | 1,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 64 786 CHF | 65 386 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 61 852 CHF | 62 452 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 359 CHF | 56 859 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 332 CHF | 60 832 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 836 CHF | 60 336 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 653 CHF | 63 153 CHF | 100,00% | 100,00% |