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 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 748 CHF | 49 264 CHF | 99,99% | 99,99% |
19/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 236 | 75 000 | 51 303 CHF | 48 709 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 416 | 75 000 | 52 144 CHF | 49 394 CHF | 99,77% | 99,77% |
15/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 539 CHF | 50 006 CHF | 99,99% | 99,99% |
14/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 572 CHF | 34 607 CHF | 95,92% | 95,92% |
13/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 172 CHF | 37 766 CHF | 97,72% | 97,72% |
12/11/2024 | 1,40% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 78 670 | 75 000 | 55 667 CHF | 53 845 CHF | 98,70% | 98,70% |
11/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 439 CHF | 50 849 CHF | 95,92% | 95,92% |
08/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 564 CHF | 50 029 CHF | 84,64% | 84,64% |
07/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 82 512 | 75 000 | 51 822 CHF | 47 875 CHF | 99,99% | 99,99% |