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 | 1,74% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 92 174 | 75 000 | 52 407 CHF | 43 433 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 985 | 75 000 | 52 993 CHF | 40 501 CHF | 100,00% | 100,00% |
18/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 99 335 | 75 000 | 53 647 CHF | 41 268 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 96 838 | 75 000 | 52 031 CHF | 41 102 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 101 256 | 75 000 | 51 702 CHF | 39 067 CHF | 99,52% | 99,52% |
13/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 106 825 | 74 138 | 52 295 CHF | 37 130 CHF | 98,35% | 98,35% |
12/11/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 91 573 | 75 000 | 51 360 CHF | 42 842 CHF | 99,90% | 99,90% |
11/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 84 904 | 75 000 | 53 046 CHF | 47 632 CHF | 100,00% | 100,00% |
08/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 998 | 75 000 | 55 231 CHF | 46 778 CHF | 100,00% | 100,00% |
07/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 81 442 | 72 408 | 52 596 CHF | 47 663 CHF | 99,13% | 99,13% |