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 | 1,28% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 70 826 | 32 683 | 54 878 CHF | 25 676 CHF | 60,23% | 60,23% |
19/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 71 171 | 35 886 | 56 272 CHF | 28 771 CHF | 56,56% | 56,56% |
18/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 63 699 | 36 655 | 54 140 CHF | 31 378 CHF | 50,19% | 50,19% |
15/11/2024 | 3,17% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 26 702 | 17 338 | 23 646 CHF | 15 309 CHF | 82,77% | 82,77% |
14/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 63 394 | 35 541 | 60 063 CHF | 34 014 CHF | 62,93% | 62,93% |
13/11/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 55 547 | 35 544 | 56 986 CHF | 36 516 CHF | 62,85% | 62,85% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 50 131 | 28 445 | 51 470 CHF | 29 442 CHF | 69,32% | 69,32% |
11/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 55 596 | 35 460 | 65 887 CHF | 42 219 CHF | 64,70% | 64,70% |
08/11/2024 | 0,85% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 29 688 | 58 569 CHF | 34 806 CHF | 62,97% | 62,97% |
07/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 41 820 | 28 949 | 54 532 CHF | 38 165 CHF | 74,65% | 74,65% |