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 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 406 CHF | 50 819 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 858 CHF | 50 304 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 485 CHF | 50 892 CHF | 99,77% | 99,77% |
15/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 065 CHF | 51 436 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 983 | 75 000 | 55 705 CHF | 52 986 CHF | 95,91% | 95,91% |
13/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 031 CHF | 56 781 CHF | 94,30% | 94,30% |
12/11/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 77 487 | 75 000 | 55 520 CHF | 54 509 CHF | 98,70% | 98,70% |
11/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 685 CHF | 52 018 CHF | 95,92% | 95,92% |
08/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 003 CHF | 51 378 CHF | 84,64% | 84,64% |
07/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 194 CHF | 49 682 CHF | 100,00% | 100,00% |