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 | 1,36% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 76 144 | 75 000 | 55 792 CHF | 55 740 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 76 618 | 75 000 | 55 643 CHF | 55 264 CHF | 100,00% | 100,00% |
18/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 557 | 75 000 | 54 991 CHF | 55 346 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 46 650 CHF | 47 332 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 035 | 75 000 | 58 579 CHF | 59 304 CHF | 99,44% | 99,44% |
13/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 74 376 | 54 680 CHF | 51 582 CHF | 98,88% | 98,88% |
12/11/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 78 072 | 75 000 | 55 611 CHF | 54 192 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 982 CHF | 58 732 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 368 CHF | 60 118 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 741 | 72 406 | 63 694 CHF | 62 601 CHF | 99,06% | 99,06% |