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 | 3,55% | 0,84 CHF | 0,87 CHF | 60 000 | 50 000 | 59 236 | 49 455 | 52 416 CHF | 45 338 CHF | 98,14% | 98,14% |
19/11/2024 | 2,34% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 809 CHF | 45 904 CHF | 99,69% | 99,69% |
18/11/2024 | 2,76% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 43 505 | 51 876 CHF | 38 604 CHF | 98,95% | 98,95% |
15/11/2024 | 2,66% | 0,82 CHF | 0,85 CHF | 70 000 | 50 000 | 68 648 | 50 000 | 56 610 CHF | 42 359 CHF | 99,59% | 99,59% |
14/11/2024 | 2,44% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 63 693 | 50 000 | 53 419 CHF | 43 020 CHF | 98,95% | 98,95% |
13/11/2024 | 2,51% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 67 907 | 49 392 | 56 107 CHF | 41 895 CHF | 97,27% | 97,27% |
12/11/2024 | 2,33% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 732 CHF | 46 684 CHF | 99,38% | 99,38% |
11/11/2024 | 2,01% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 55 666 | 50 000 | 55 483 CHF | 50 896 CHF | 99,90% | 99,90% |
08/11/2024 | 2,15% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 51 814 | 50 000 | 51 964 CHF | 51 260 CHF | 93,62% | 93,62% |
07/11/2024 | 2,23% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 47 943 | 47 943 | 49 402 CHF | 50 477 CHF | 98,96% | 98,96% |