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 | 3,20% | 0,93 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 326 CHF | 72 612 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,89 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 532 CHF | 65 046 CHF | 97,59% | 97,59% |
18/11/2024 | 2,57% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 71 893 | 65 160 | 60 869 CHF | 56 058 CHF | 96,51% | 96,51% |
15/11/2024 | 1,89% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 51 266 | 50 000 | 57 428 CHF | 57 297 CHF | 74,86% | 74,86% |
14/11/2024 | 1,45% | 1,45 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 008 CHF | 73 061 CHF | 99,44% | 99,44% |
13/11/2024 | 1,52% | 1,44 CHF | 1,47 CHF | 50 000 | 50 000 | 49 927 | 49 819 | 69 383 CHF | 70 289 CHF | 98,88% | 98,88% |
12/11/2024 | 1,43% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 915 CHF | 73 961 CHF | 87,66% | 87,66% |
11/11/2024 | 1,45% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 356 CHF | 72 395 CHF | 98,45% | 98,45% |
08/11/2024 | 1,57% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 956 CHF | 66 999 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 1,33 CHF | 1,35 CHF | 75 000 | 75 000 | 73 692 | 72 384 | 94 194 CHF | 94 193 CHF | 98,36% | 98,36% |