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 | 4,02% | 0,74 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 523 CHF | 59 881 CHF | 100,00% | 100,00% |
19/11/2024 | 2,93% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 78 557 | 50 000 | 54 627 CHF | 35 850 CHF | 99,99% | 99,99% |
18/11/2024 | 3,21% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 76 365 | 63 971 | 54 408 CHF | 46 906 CHF | 100,00% | 100,00% |
15/11/2024 | 3,26% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 86 490 | 50 000 | 53 951 CHF | 32 302 CHF | 99,90% | 99,90% |
14/11/2024 | 3,14% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 81 087 | 50 000 | 52 758 CHF | 33 615 CHF | 65,79% | 65,79% |
13/11/2024 | 2,78% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 220 | 74 123 | 55 227 CHF | 55 951 CHF | 98,65% | 98,65% |
12/11/2024 | 2,96% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 78 964 | 50 000 | 54 732 CHF | 35 722 CHF | 96,80% | 96,80% |
11/11/2024 | 2,56% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 69 011 | 50 000 | 54 922 CHF | 40 856 CHF | 99,56% | 99,56% |
08/11/2024 | 2,69% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 270 CHF | 39 820 CHF | 99,41% | 99,41% |
07/11/2024 | 2,59% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 62 372 | 48 045 | 52 263 CHF | 41 359 CHF | 97,66% | 97,66% |