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 | 1,25% | 0,83 CHF | 0,84 CHF | 70 000 | 60 000 | 69 902 | 36 514 | 55 403 CHF | 29 504 CHF | 99,61% | 99,61% |
19/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 70 000 | 60 000 | 70 000 | 36 515 | 53 429 CHF | 28 306 CHF | 99,63% | 99,63% |
18/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 80 000 | 60 000 | 79 993 | 36 589 | 54 627 CHF | 25 429 CHF | 98,51% | 98,51% |
15/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 80 000 | 60 000 | 80 000 | 36 515 | 52 912 CHF | 24 422 CHF | 99,63% | 99,63% |
14/11/2024 | 1,61% | 0,67 CHF | 0,68 CHF | 80 000 | 60 000 | 87 771 | 36 515 | 53 921 CHF | 23 179 CHF | 99,63% | 99,63% |
13/11/2024 | 1,43% | 0,65 CHF | 0,66 CHF | 80 000 | 60 000 | 79 946 | 36 653 | 55 733 CHF | 25 720 CHF | 97,57% | 97,57% |
12/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 60 000 | 78 777 | 36 523 | 54 619 CHF | 25 710 CHF | 99,51% | 99,51% |
11/11/2024 | 1,19% | 0,75 CHF | 0,76 CHF | 70 000 | 60 000 | 63 729 | 36 595 | 53 292 CHF | 30 581 CHF | 98,42% | 98,42% |
08/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 60 000 | 60 000 | 36 517 | 53 189 CHF | 32 804 CHF | 99,60% | 99,60% |
07/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 60 000 | 60 000 | 60 000 | 39 801 | 55 284 CHF | 36 787 CHF | 57,44% | 57,44% |