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 | 1,53% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 82 388 | 75 000 | 53 506 CHF | 49 552 CHF | 100,00% | 100,00% |
19/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 785 CHF | 50 236 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 729 | 75 000 | 53 457 CHF | 51 050 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 69 973 | 50 000 | 56 126 CHF | 40 606 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 462 CHF | 66 212 CHF | 99,52% | 99,52% |
13/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 70 000 | 50 000 | 69 380 | 49 703 | 56 118 CHF | 40 721 CHF | 99,32% | 99,32% |
12/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 230 CHF | 44 858 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 675 CHF | 46 896 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 526 CHF | 44 272 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 65 531 CHF | 64 707 CHF | 99,13% | 99,13% |