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 | 1,63% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 89 620 | 75 000 | 54 415 CHF | 46 296 CHF | 100,00% | 100,00% |
19/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 89 562 | 75 000 | 54 044 CHF | 46 019 CHF | 99,99% | 99,99% |
18/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 89 004 | 63 973 | 53 816 CHF | 39 411 CHF | 100,00% | 100,00% |
15/11/2024 | 1,92% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 67 206 | 61 326 | 42 195 CHF | 39 235 CHF | 100,00% | 100,00% |
14/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 81 612 | 75 000 | 52 884 CHF | 49 407 CHF | 99,44% | 99,44% |
13/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 538 | 74 376 | 52 015 CHF | 43 487 CHF | 98,81% | 98,81% |
12/11/2024 | 1,66% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 646 CHF | 45 455 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 502 | 75 000 | 51 600 CHF | 48 833 CHF | 99,90% | 99,90% |
08/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 486 CHF | 49 955 CHF | 97,40% | 97,40% |
07/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 78 029 | 72 310 | 54 988 CHF | 51 878 CHF | 95,53% | 95,53% |