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 | 1,56% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 858 | 75 000 | 56 268 CHF | 53 677 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 206 | 75 000 | 54 950 CHF | 55 667 CHF | 99,40% | 99,40% |
18/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 76 955 | 75 000 | 55 328 CHF | 54 694 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 050 CHF | 50 484 CHF | 99,99% | 99,99% |
14/11/2024 | 1,71% | 0,65 CHF | 0,67 CHF | 80 000 | 75 000 | 80 201 | 75 000 | 53 141 CHF | 50 557 CHF | 99,52% | 99,52% |
13/11/2024 | 2,05% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 89 570 | 74 442 | 54 337 CHF | 46 107 CHF | 99,32% | 99,32% |
12/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 91 101 | 75 000 | 51 740 CHF | 43 389 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 373 | 75 000 | 51 890 CHF | 39 563 CHF | 100,00% | 100,00% |
08/11/2024 | 2,24% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 105 777 | 75 000 | 52 155 CHF | 37 861 CHF | 100,00% | 100,00% |
07/11/2024 | 3,05% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 129 965 | 72 407 | 51 532 CHF | 29 949 CHF | 99,13% | 99,13% |