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 | 1,80% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 97 053 | 75 000 | 53 493 CHF | 42 119 CHF | 94,79% | 94,79% |
19/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 976 | 75 000 | 52 486 CHF | 44 043 CHF | 100,00% | 100,00% |
18/11/2024 | 3,02% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 60 733 | 51 451 | 32 689 CHF | 28 369 CHF | 100,00% | 100,00% |
15/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 99 356 | 75 000 | 53 011 CHF | 40 780 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 94 651 | 75 000 | 53 022 CHF | 42 823 CHF | 83,69% | 83,69% |
13/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 74 112 | 51 966 CHF | 43 533 CHF | 94,16% | 94,16% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 288 CHF | 44 324 CHF | 84,37% | 84,37% |
11/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 106 508 | 75 000 | 52 402 CHF | 37 684 CHF | 94,79% | 94,79% |
08/11/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 97 218 | 75 000 | 53 209 CHF | 41 826 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 96 092 | 72 251 | 53 278 CHF | 40 760 CHF | 93,52% | 93,52% |