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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,43% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 91 559 | 75 000 | 52 769 CHF | 44 329 CHF | 99,99% | 99,99% |
20/11/2024 | 1,62% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 080 CHF | 63 094 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,95 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 876 CHF | 74 941 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 824 CHF | 61 893 CHF | 100,00% | 100,00% |
15/11/2024 | 2,40% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 42 670 CHF | 43 600 CHF | 100,00% | 100,00% |
14/11/2024 | 1,54% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 991 CHF | 60 920 CHF | 99,22% | 99,22% |
13/11/2024 | 1,76% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 74 688 | 74 449 | 62 133 CHF | 63 031 CHF | 99,36% | 99,36% |
12/11/2024 | 1,76% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 074 | 75 000 | 56 546 CHF | 57 496 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 78 946 | 73 099 | 50 380 CHF | 47 612 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 196 CHF | 50 927 CHF | 100,00% | 100,00% |