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 | 1,42% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 468 | 75 000 | 55 543 CHF | 53 183 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 801 CHF | 50 251 CHF | 100,00% | 100,00% |
18/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 311 CHF | 50 729 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 113 CHF | 50 543 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 81 256 | 75 000 | 52 048 CHF | 48 817 CHF | 99,52% | 99,52% |
13/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 86 364 | 74 138 | 53 503 CHF | 46 767 CHF | 98,35% | 98,35% |
12/11/2024 | 1,44% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 276 CHF | 52 571 CHF | 99,90% | 99,90% |
11/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 570 CHF | 57 320 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 778 CHF | 56 528 CHF | 100,00% | 100,00% |
07/11/2024 | 1,32% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 74 741 | 72 408 | 58 044 CHF | 57 073 CHF | 99,13% | 99,13% |