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 | 7,90% | 0,59 CHF | 0,64 CHF | 90 000 | 75 000 | 89 588 | 75 000 | 54 019 CHF | 48 950 CHF | 100,00% | 100,00% |
19/11/2024 | 4,91% | 0,61 CHF | 0,64 CHF | 90 000 | 75 000 | 89 713 | 75 000 | 53 067 CHF | 46 614 CHF | 100,00% | 100,00% |
18/11/2024 | 5,52% | 0,62 CHF | 0,65 CHF | 90 000 | 75 000 | 89 999 | 63 918 | 54 543 CHF | 40 854 CHF | 99,51% | 99,51% |
15/11/2024 | 4,50% | 0,64 CHF | 0,67 CHF | 80 000 | 75 000 | 80 095 | 75 000 | 52 750 CHF | 51 673 CHF | 100,00% | 100,00% |
14/11/2024 | 4,25% | 0,73 CHF | 0,76 CHF | 75 000 | 75 000 | 79 765 | 75 000 | 55 101 CHF | 54 066 CHF | 99,44% | 99,44% |
13/11/2024 | 4,49% | 0,67 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 74 155 | 52 835 CHF | 51 215 CHF | 73,34% | 73,34% |
12/11/2024 | 4,11% | 0,70 CHF | 0,73 CHF | 80 000 | 75 000 | 75 770 | 75 000 | 54 532 CHF | 56 261 CHF | 100,00% | 100,00% |
11/11/2024 | 3,84% | 0,76 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 797 CHF | 60 057 CHF | 100,00% | 100,00% |
08/11/2024 | 3,90% | 0,75 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 856 CHF | 59 119 CHF | 100,00% | 100,00% |
07/11/2024 | 3,96% | 0,74 CHF | 0,77 CHF | 75 000 | 75 000 | 74 740 | 72 402 | 58 303 CHF | 58 704 CHF | 99,06% | 99,06% |