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 | 1,53% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 183 | 75 000 | 51 891 CHF | 49 292 CHF | 94,79% | 94,79% |
19/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 87 793 | 75 000 | 54 581 CHF | 47 411 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 53 311 | 51 451 | 35 184 CHF | 34 637 CHF | 100,00% | 100,00% |
15/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 020 | 75 000 | 53 505 CHF | 50 899 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 82 468 | 75 000 | 52 864 CHF | 48 877 CHF | 83,69% | 83,69% |
13/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 87 143 | 74 112 | 54 321 CHF | 46 970 CHF | 94,16% | 94,16% |
12/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 88 000 | 75 000 | 54 463 CHF | 47 186 CHF | 84,38% | 84,38% |
11/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 78 440 | 75 000 | 55 549 CHF | 53 884 CHF | 94,79% | 94,79% |
08/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 565 CHF | 50 029 CHF | 100,00% | 100,00% |
07/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 268 | 72 251 | 52 094 CHF | 47 699 CHF | 93,52% | 93,52% |