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 | 2,42% | 0,82 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 831 CHF | 65 391 CHF | 100,00% | 100,00% |
19/11/2024 | 2,61% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 69 576 | 50 000 | 54 591 CHF | 40 288 CHF | 99,81% | 99,81% |
18/11/2024 | 2,85% | 0,81 CHF | 0,83 CHF | 75 000 | 75 000 | 73 823 | 63 971 | 58 997 CHF | 52 396 CHF | 100,00% | 100,00% |
15/11/2024 | 2,82% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 74 907 | 50 000 | 54 026 CHF | 37 170 CHF | 99,90% | 99,90% |
14/11/2024 | 2,93% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 69 102 | 48 154 | 50 244 CHF | 36 081 CHF | 97,21% | 97,21% |
13/11/2024 | 2,51% | 0,82 CHF | 0,84 CHF | 75 000 | 75 000 | 74 853 | 74 123 | 61 231 CHF | 62 158 CHF | 98,65% | 98,65% |
12/11/2024 | 2,63% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 648 CHF | 40 073 CHF | 96,80% | 96,80% |
11/11/2024 | 2,37% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 536 CHF | 44 829 CHF | 99,56% | 99,56% |
08/11/2024 | 2,43% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 60 050 | 50 000 | 51 436 CHF | 43 881 CHF | 99,31% | 99,31% |
07/11/2024 | 2,38% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 57 512 | 48 041 | 52 590 CHF | 44 955 CHF | 97,45% | 97,45% |