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 | 2,02% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 315 CHF | 64 608 CHF | 99,00% | 99,00% |
19/11/2024 | 1,66% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 796 CHF | 65 880 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 719 CHF | 68 777 CHF | 100,00% | 100,00% |
15/11/2024 | 2,30% | 0,95 CHF | 0,97 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 50 427 CHF | 51 535 CHF | 100,00% | 100,00% |
14/11/2024 | 3,24% | 0,90 CHF | 0,93 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 33 075 CHF | 34 164 CHF | 99,22% | 99,22% |
13/11/2024 | 3,08% | 0,89 CHF | 0,91 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 33 024 CHF | 34 054 CHF | 99,36% | 99,36% |
12/11/2024 | 3,06% | 0,86 CHF | 0,89 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 33 870 CHF | 34 922 CHF | 100,00% | 100,00% |
11/11/2024 | 2,76% | 1,00 CHF | 1,02 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 36 797 CHF | 37 826 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,96 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 986 CHF | 74 232 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 1,05 CHF | 1,07 CHF | 75 000 | 75 000 | 73 698 | 72 396 | 77 843 CHF | 77 550 CHF | 98,73% | 98,73% |