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 | 1,83% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 98 680 | 75 000 | 53 418 CHF | 41 369 CHF | 94,79% | 94,79% |
19/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 91 260 | 75 000 | 51 790 CHF | 43 339 CHF | 100,00% | 100,00% |
18/11/2024 | 3,08% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 60 752 | 51 451 | 32 092 CHF | 27 855 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 782 | 75 000 | 52 251 CHF | 40 030 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 95 572 | 75 000 | 52 582 CHF | 42 073 CHF | 83,69% | 83,69% |
13/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 259 | 74 112 | 51 208 CHF | 42 791 CHF | 94,16% | 94,16% |
12/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 51 388 CHF | 43 574 CHF | 84,38% | 84,38% |
11/11/2024 | 2,04% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 107 709 | 75 000 | 52 203 CHF | 37 125 CHF | 94,79% | 94,79% |
08/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 847 | 75 000 | 53 683 CHF | 41 076 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 98 739 | 72 251 | 53 773 CHF | 40 038 CHF | 93,52% | 93,52% |