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 | 2,33% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 481 CHF | 50 358 CHF | 99,00% | 99,00% |
19/11/2024 | 2,04% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 886 | 75 000 | 53 873 CHF | 51 630 CHF | 100,00% | 100,00% |
18/11/2024 | 2,59% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 77 665 | 75 000 | 55 340 CHF | 54 870 CHF | 100,00% | 100,00% |
15/11/2024 | 3,37% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 40 105 CHF | 41 377 CHF | 100,00% | 100,00% |
14/11/2024 | 3,35% | 0,72 CHF | 0,74 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 26 149 CHF | 27 039 CHF | 99,22% | 99,22% |
13/11/2024 | 3,48% | 0,70 CHF | 0,72 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 26 092 CHF | 27 010 CHF | 99,36% | 99,36% |
12/11/2024 | 3,56% | 0,67 CHF | 0,70 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 26 826 CHF | 27 797 CHF | 100,00% | 100,00% |
11/11/2024 | 3,37% | 0,81 CHF | 0,84 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 29 776 CHF | 30 797 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 736 CHF | 59 982 CHF | 100,00% | 100,00% |
07/11/2024 | 1,80% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 74 219 | 72 396 | 64 283 CHF | 63 807 CHF | 98,73% | 98,73% |