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 | 2,85% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 77 333 | 75 000 | 54 911 CHF | 54 831 CHF | 100,00% | 100,00% |
19/11/2024 | 2,08% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 77 517 | 75 000 | 54 729 CHF | 54 105 CHF | 99,99% | 99,99% |
18/11/2024 | 2,33% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 79 108 | 64 020 | 55 957 CHF | 46 451 CHF | 99,88% | 99,88% |
15/11/2024 | 2,45% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 61 283 | 61 283 | 45 357 CHF | 46 397 CHF | 99,69% | 99,69% |
14/11/2024 | 1,89% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 481 | 75 000 | 57 450 CHF | 58 203 CHF | 99,44% | 99,44% |
13/11/2024 | 2,27% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 74 376 | 53 300 CHF | 50 691 CHF | 98,81% | 98,81% |
12/11/2024 | 2,21% | 0,66 CHF | 0,68 CHF | 80 000 | 75 000 | 79 971 | 75 000 | 55 516 CHF | 53 229 CHF | 100,00% | 100,00% |
11/11/2024 | 2,03% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 536 CHF | 57 693 CHF | 99,90% | 99,90% |
08/11/2024 | 2,01% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 949 CHF | 59 126 CHF | 97,34% | 97,34% |
07/11/2024 | 1,93% | 0,81 CHF | 0,83 CHF | 75 000 | 75 000 | 74 731 | 72 310 | 62 062 CHF | 61 386 CHF | 95,53% | 95,53% |