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 | 1,59% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 85 844 | 75 000 | 53 592 CHF | 47 675 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 81 435 | 75 000 | 53 141 CHF | 49 766 CHF | 100,00% | 100,00% |
18/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 85 603 | 75 000 | 53 363 CHF | 47 545 CHF | 100,00% | 100,00% |
15/11/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 475 | 75 000 | 51 987 CHF | 43 855 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 87 150 | 75 000 | 52 269 CHF | 45 823 CHF | 99,22% | 99,22% |
13/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 373 | 74 449 | 52 673 CHF | 49 562 CHF | 99,36% | 99,36% |
12/11/2024 | 1,75% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 92 040 | 75 000 | 52 217 CHF | 43 338 CHF | 100,00% | 100,00% |
11/11/2024 | 1,81% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 88 966 | 73 096 | 50 722 CHF | 42 444 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 82 401 | 75 000 | 52 282 CHF | 48 371 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 89 495 | 73 698 | 54 371 CHF | 45 485 CHF | 98,73% | 98,73% |