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% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 77 369 | 75 000 | 54 974 CHF | 55 269 CHF | 100,00% | 100,00% |
19/11/2024 | 2,59% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 79 278 | 75 000 | 54 762 CHF | 53 200 CHF | 99,92% | 99,92% |
18/11/2024 | 2,53% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 76 370 | 71 308 | 54 893 CHF | 52 562 CHF | 91,45% | 91,45% |
15/11/2024 | 2,28% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 712 CHF | 59 044 CHF | 99,94% | 99,94% |
14/11/2024 | 2,34% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 872 | 75 000 | 56 571 CHF | 57 278 CHF | 96,00% | 96,00% |
13/11/2024 | 2,62% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 79 147 | 74 351 | 54 965 CHF | 53 014 CHF | 84,33% | 84,33% |
12/11/2024 | 2,26% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 646 CHF | 59 986 CHF | 72,35% | 72,35% |
11/11/2024 | 2,35% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 72 356 | 72 356 | 56 007 CHF | 57 312 CHF | 70,53% | 70,53% |
08/11/2024 | 2,40% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 76 554 | 75 000 | 54 978 CHF | 55 197 CHF | 99,06% | 99,06% |
07/11/2024 | 2,36% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 222 | 73 698 | 55 856 CHF | 56 097 CHF | 98,73% | 98,73% |