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 | 1,42% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 78 718 | 75 000 | 55 186 CHF | 53 355 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 79 301 | 75 000 | 55 077 CHF | 52 861 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 79 389 | 75 000 | 55 205 CHF | 52 920 CHF | 100,00% | 100,00% |
15/11/2024 | 1,58% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 61 730 | 61 326 | 44 946 CHF | 45 334 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 794 | 75 000 | 56 664 CHF | 56 861 CHF | 99,44% | 99,44% |
13/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 366 | 74 376 | 52 314 CHF | 49 170 CHF | 98,88% | 98,88% |
12/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 424 CHF | 51 773 CHF | 100,00% | 100,00% |
11/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 106 | 75 000 | 55 628 CHF | 56 303 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 988 CHF | 57 738 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 741 | 72 406 | 61 265 CHF | 60 243 CHF | 99,06% | 99,06% |