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 | 2,32% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 370 CHF | 61 786 CHF | 100,00% | 100,00% |
19/11/2024 | 2,52% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 75 639 | 73 453 | 54 651 CHF | 54 444 CHF | 100,00% | 100,00% |
18/11/2024 | 2,52% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 73 985 | 63 973 | 56 466 CHF | 49 569 CHF | 100,00% | 100,00% |
15/11/2024 | 2,32% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 130 | 75 000 | 58 029 CHF | 59 294 CHF | 100,00% | 100,00% |
14/11/2024 | 2,32% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 743 | 75 000 | 55 811 CHF | 56 585 CHF | 99,52% | 99,52% |
13/11/2024 | 2,78% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 74 146 | 52 206 CHF | 49 742 CHF | 99,32% | 99,32% |
12/11/2024 | 2,56% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 132 | 75 000 | 55 879 CHF | 54 345 CHF | 100,00% | 100,00% |
11/11/2024 | 2,48% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 011 | 75 000 | 54 718 CHF | 56 086 CHF | 100,00% | 100,00% |
08/11/2024 | 2,50% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 79 998 | 75 000 | 56 311 CHF | 54 128 CHF | 100,00% | 100,00% |
07/11/2024 | 2,54% | 0,73 CHF | 0,75 CHF | 75 000 | 75 000 | 75 433 | 72 406 | 55 171 CHF | 54 417 CHF | 99,12% | 99,12% |