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 | 4,16% | 0,65 CHF | 0,68 CHF | 80 000 | 75 000 | 77 601 | 75 000 | 54 750 CHF | 55 205 CHF | 98,82% | 98,82% |
19/11/2024 | 2,57% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 047 | 75 000 | 54 040 CHF | 52 027 CHF | 99,84% | 99,84% |
18/11/2024 | 3,21% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 69 837 | 52 951 CHF | 47 679 CHF | 97,72% | 97,72% |
15/11/2024 | 1,84% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 85 788 | 75 000 | 53 785 CHF | 47 974 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 96 806 | 75 000 | 52 935 CHF | 41 903 CHF | 99,57% | 99,57% |
13/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 109 283 | 74 442 | 52 266 CHF | 36 414 CHF | 99,32% | 99,32% |
12/11/2024 | 2,11% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 110 703 | 75 000 | 51 971 CHF | 36 107 CHF | 99,36% | 99,36% |
11/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 96 020 | 75 000 | 53 082 CHF | 42 248 CHF | 95,09% | 95,09% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 114 264 | 75 000 | 52 531 CHF | 35 285 CHF | 99,79% | 99,79% |
07/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 93 293 | 73 692 | 52 549 CHF | 42 328 CHF | 96,70% | 96,70% |