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 | 1,41% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 117 | 75 000 | 55 586 CHF | 53 458 CHF | 94,79% | 94,79% |
19/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 630 | 75 000 | 55 031 CHF | 55 339 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 53 311 | 51 451 | 36 691 CHF | 36 087 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 693 | 75 000 | 54 664 CHF | 52 205 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 77 629 | 75 000 | 55 521 CHF | 54 428 CHF | 83,69% | 83,69% |
13/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 74 932 | 74 112 | 54 693 CHF | 54 841 CHF | 94,16% | 94,16% |
12/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 290 CHF | 56 040 CHF | 84,38% | 84,38% |
11/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 600 CHF | 49 125 CHF | 94,79% | 94,79% |
08/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 804 | 75 000 | 55 965 CHF | 53 350 CHF | 100,00% | 100,00% |
07/11/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 094 | 72 251 | 55 731 CHF | 51 598 CHF | 93,52% | 93,52% |