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 | 1,31% | 0,72 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 832 CHF | 57 582 CHF | 14,13% | 100,00% |
19/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 76 823 | 75 000 | 55 195 CHF | 54 664 CHF | 99,96% | 99,96% |
18/11/2024 | 1,52% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 73 897 | 63 972 | 56 490 CHF | 49 517 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 74 909 | 74 909 | 58 388 CHF | 59 137 CHF | 100,00% | 100,00% |
14/11/2024 | 1,36% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 76 503 | 75 000 | 56 076 CHF | 55 788 CHF | 94,65% | 94,65% |
13/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 74 473 | 53 664 CHF | 50 707 CHF | 99,25% | 99,25% |
12/11/2024 | 1,44% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 79 697 | 75 000 | 54 894 CHF | 52 417 CHF | 98,32% | 98,32% |
11/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 814 CHF | 59 564 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 64 968 | 64 968 | 52 411 CHF | 53 152 CHF | 97,48% | 97,48% |
07/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 193 | 72 309 | 75 627 CHF | 74 613 CHF | 95,57% | 95,57% |