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 | 1,40% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 78 628 | 75 000 | 55 591 CHF | 53 792 CHF | 94,79% | 94,79% |
19/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 992 | 75 000 | 54 566 CHF | 51 911 CHF | 100,00% | 100,00% |
18/11/2024 | 1,93% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 52 595 | 51 451 | 37 867 CHF | 37 724 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 477 | 75 000 | 54 804 CHF | 55 220 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 78 180 | 75 000 | 54 825 CHF | 53 377 CHF | 83,69% | 83,69% |
13/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 74 112 | 54 696 CHF | 51 417 CHF | 94,16% | 94,16% |
12/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 332 CHF | 51 686 CHF | 84,37% | 84,37% |
11/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 634 CHF | 58 384 CHF | 94,79% | 94,79% |
08/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 77 030 | 75 000 | 55 216 CHF | 54 529 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 78 466 | 72 251 | 55 623 CHF | 52 035 CHF | 93,52% | 93,52% |