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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,62% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 95 966 | 75 000 | 52 578 CHF | 42 258 CHF | 99,99% | 99,99% |
20/11/2024 | 1,65% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 917 CHF | 60 914 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 762 CHF | 72 795 CHF | 100,00% | 100,00% |
18/11/2024 | 1,72% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 760 CHF | 59 774 CHF | 100,00% | 100,00% |
15/11/2024 | 2,53% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 54 349 | 54 333 | 41 144 CHF | 42 102 CHF | 100,00% | 100,00% |
14/11/2024 | 1,59% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 885 CHF | 58 812 CHF | 99,22% | 99,22% |
13/11/2024 | 1,76% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 890 | 74 449 | 60 236 CHF | 60 939 CHF | 99,36% | 99,36% |
12/11/2024 | 1,71% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 76 746 | 75 000 | 55 679 CHF | 55 389 CHF | 100,00% | 100,00% |
11/11/2024 | 2,34% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 85 787 | 73 099 | 52 348 CHF | 45 657 CHF | 100,00% | 100,00% |
08/11/2024 | 2,18% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 81 912 | 75 000 | 52 245 CHF | 48 923 CHF | 100,00% | 100,00% |