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 | 3,00% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 830 CHF | 50 069 CHF | 100,00% | 100,00% |
19/11/2024 | 3,07% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 81 148 | 75 000 | 51 462 CHF | 49 062 CHF | 100,00% | 100,00% |
18/11/2024 | 3,72% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 020 | 63 928 | 51 417 CHF | 42 549 CHF | 99,60% | 99,60% |
15/11/2024 | 2,98% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 478 CHF | 51 651 CHF | 100,00% | 100,00% |
14/11/2024 | 2,87% | 0,71 CHF | 0,73 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 967 CHF | 53 032 CHF | 99,44% | 99,44% |
13/11/2024 | 2,98% | 0,67 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 74 373 | 53 592 CHF | 51 322 CHF | 98,88% | 98,88% |
12/11/2024 | 2,81% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 77 721 | 75 000 | 55 410 CHF | 55 009 CHF | 100,00% | 100,00% |
11/11/2024 | 2,67% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 986 CHF | 57 504 CHF | 100,00% | 100,00% |
08/11/2024 | 2,71% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 372 CHF | 56 892 CHF | 100,00% | 100,00% |
07/11/2024 | 2,80% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 74 740 | 72 402 | 56 250 CHF | 55 988 CHF | 99,06% | 99,06% |