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 | 1,32% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 75 829 | 75 000 | 57 100 CHF | 57 265 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 228 CHF | 57 978 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 086 CHF | 58 836 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 326 CHF | 45 772 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 184 CHF | 73 934 CHF | 99,52% | 99,52% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 49 703 | 54 720 CHF | 45 834 CHF | 99,32% | 99,32% |
12/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 54 062 | 50 000 | 53 429 CHF | 49 987 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 009 | 50 000 | 51 540 CHF | 52 031 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 58 438 | 50 000 | 57 154 CHF | 49 432 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 73 126 CHF | 72 118 CHF | 99,13% | 99,13% |