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 | 1,21% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 448 CHF | 62 198 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 293 CHF | 64 227 CHF | 99,40% | 99,40% |
18/11/2024 | 1,36% | 0,82 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 351 CHF | 63 207 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 138 CHF | 58 912 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 175 CHF | 58 964 CHF | 99,52% | 99,52% |
13/11/2024 | 1,48% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 76 363 | 74 442 | 55 125 CHF | 54 560 CHF | 99,32% | 99,32% |
12/11/2024 | 1,67% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 450 CHF | 51 908 CHF | 100,00% | 100,00% |
11/11/2024 | 1,96% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 84 986 | 75 000 | 53 383 CHF | 48 105 CHF | 100,00% | 100,00% |
08/11/2024 | 1,91% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 88 882 | 75 000 | 53 961 CHF | 46 435 CHF | 100,00% | 100,00% |
07/11/2024 | 2,75% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 103 283 | 72 408 | 52 589 CHF | 38 229 CHF | 99,13% | 99,13% |