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 | 1,32% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 019 | 75 000 | 56 596 CHF | 57 333 CHF | 98,82% | 98,82% |
19/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 76 210 | 75 000 | 55 596 CHF | 55 496 CHF | 99,94% | 99,94% |
18/11/2024 | 1,68% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 77 675 | 69 764 | 55 558 CHF | 50 740 CHF | 98,08% | 98,08% |
15/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 686 | 75 000 | 55 052 CHF | 52 573 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 82 286 | 75 000 | 52 647 CHF | 48 793 CHF | 99,56% | 99,56% |
13/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 89 956 | 74 442 | 53 628 CHF | 45 131 CHF | 99,30% | 99,30% |
12/11/2024 | 1,67% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 90 415 | 75 000 | 53 628 CHF | 45 250 CHF | 99,35% | 99,35% |
11/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 893 CHF | 49 400 CHF | 95,09% | 95,09% |
08/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 89 910 | 75 000 | 52 797 CHF | 44 795 CHF | 99,79% | 99,79% |
07/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 763 | 73 692 | 52 674 CHF | 48 829 CHF | 96,70% | 96,70% |