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 | 1,97% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 841 | 75 000 | 55 453 CHF | 55 951 CHF | 99,00% | 99,00% |
19/11/2024 | 2,58% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 130 CHF | 57 597 CHF | 100,00% | 100,00% |
18/11/2024 | 1,72% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 370 CHF | 60 404 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 44 429 CHF | 45 549 CHF | 100,00% | 100,00% |
14/11/2024 | 3,35% | 0,79 CHF | 0,82 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 28 914 CHF | 29 899 CHF | 99,22% | 99,22% |
13/11/2024 | 3,24% | 0,77 CHF | 0,80 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 28 859 CHF | 29 805 CHF | 99,36% | 99,36% |
12/11/2024 | 3,25% | 0,75 CHF | 0,77 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 29 672 CHF | 30 650 CHF | 100,00% | 100,00% |
11/11/2024 | 3,00% | 0,88 CHF | 0,91 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 32 576 CHF | 33 567 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 482 CHF | 65 893 CHF | 100,00% | 100,00% |
07/11/2024 | 2,03% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 74 219 | 72 396 | 69 819 CHF | 69 494 CHF | 98,73% | 98,73% |