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 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 791 CHF | 49 304 CHF | 94,79% | 94,79% |
19/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 923 CHF | 51 303 CHF | 100,00% | 100,00% |
18/11/2024 | 2,24% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 53 311 | 51 451 | 33 694 CHF | 33 176 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 83 320 | 75 000 | 52 556 CHF | 48 101 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 665 CHF | 50 123 CHF | 83,69% | 83,69% |
13/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 74 112 | 54 094 CHF | 50 861 CHF | 94,16% | 94,16% |
12/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 468 CHF | 51 814 CHF | 84,37% | 84,37% |
11/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 239 CHF | 45 116 CHF | 94,79% | 94,79% |
08/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 80 560 | 75 000 | 52 010 CHF | 49 184 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 72 251 | 52 215 CHF | 47 829 CHF | 93,52% | 93,52% |