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 | 1,44% | 0,67 CHF | 0,68 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 337 CHF | 41 937 CHF | 100,00% | 100,00% |
19/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 39 399 CHF | 39 999 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 0,61 CHF | 0,62 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 40 283 CHF | 40 983 CHF | 100,00% | 100,00% |
15/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 38 888 CHF | 39 688 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,47 CHF | 0,48 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 34 028 CHF | 34 828 CHF | 100,00% | 100,00% |
13/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 41 201 CHF | 42 101 CHF | 100,00% | 100,00% |
12/11/2024 | 2,05% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 33 887 CHF | 34 587 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,54 CHF | 0,55 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 50 632 CHF | 51 532 CHF | 100,00% | 100,00% |
08/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 32 713 CHF | 33 513 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 046 CHF | 58 296 CHF | 100,00% | 100,00% |