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 | 1,16% | 0,90 CHF | 0,91 CHF | 60 000 | 60 000 | 60 153 | 36 519 | 51 634 CHF | 31 916 CHF | 99,66% | 99,66% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 60 000 | 60 000 | 64 852 | 36 519 | 53 775 CHF | 30 747 CHF | 99,68% | 99,68% |
18/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 70 000 | 60 000 | 70 000 | 36 593 | 52 504 CHF | 27 885 CHF | 98,56% | 98,56% |
15/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 80 000 | 60 000 | 71 227 | 36 519 | 51 799 CHF | 26 847 CHF | 99,68% | 99,68% |
14/11/2024 | 1,46% | 0,74 CHF | 0,75 CHF | 70 000 | 60 000 | 78 015 | 36 519 | 53 142 CHF | 25 621 CHF | 99,67% | 99,67% |
13/11/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 70 000 | 60 000 | 70 001 | 36 804 | 53 395 CHF | 28 251 CHF | 95,50% | 95,50% |
12/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 60 000 | 70 000 | 36 530 | 53 197 CHF | 28 133 CHF | 99,51% | 99,51% |
11/11/2024 | 1,10% | 0,82 CHF | 0,83 CHF | 70 000 | 60 000 | 61 372 | 36 599 | 55 439 CHF | 32 993 CHF | 98,47% | 98,47% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 60 000 | 60 000 | 60 000 | 36 521 | 57 079 CHF | 35 173 CHF | 99,65% | 99,65% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 60 000 | 54 193 | 39 806 | 53 353 CHF | 39 393 CHF | 57,50% | 57,50% |