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% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 75 660 | 75 000 | 55 099 CHF | 55 381 CHF | 94,79% | 94,79% |
19/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 349 | 75 000 | 55 746 CHF | 53 457 CHF | 100,00% | 100,00% |
18/11/2024 | 1,88% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 38 246 CHF | 38 918 CHF | 100,00% | 100,00% |
15/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 082 | 75 000 | 56 207 CHF | 56 899 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 76 976 | 75 000 | 55 516 CHF | 54 877 CHF | 83,69% | 83,69% |
13/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 209 | 74 112 | 55 870 CHF | 53 036 CHF | 94,16% | 94,16% |
12/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 759 | 75 000 | 55 993 CHF | 53 406 CHF | 84,38% | 84,38% |
11/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 422 CHF | 60 172 CHF | 94,79% | 94,79% |
08/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 400 CHF | 56 150 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 322 | 72 251 | 55 225 CHF | 53 792 CHF | 93,52% | 93,52% |