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 | 1,73% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 92 951 | 75 000 | 53 280 CHF | 43 826 CHF | 100,00% | 100,00% |
19/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 97 343 | 75 000 | 53 283 CHF | 41 881 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 117 | 75 000 | 52 291 CHF | 44 273 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 82 648 | 75 000 | 52 171 CHF | 48 141 CHF | 100,00% | 100,00% |
14/11/2024 | 1,64% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 87 159 | 75 000 | 52 661 CHF | 46 156 CHF | 99,22% | 99,22% |
13/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 95 842 | 74 449 | 52 992 CHF | 41 973 CHF | 99,36% | 99,36% |
12/11/2024 | 1,55% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 81 514 | 75 000 | 52 221 CHF | 48 864 CHF | 100,00% | 100,00% |
11/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 80 041 | 73 096 | 51 121 CHF | 47 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 91 189 | 75 000 | 52 742 CHF | 44 158 CHF | 100,00% | 100,00% |
07/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 151 | 73 698 | 54 456 CHF | 45 344 CHF | 98,73% | 98,73% |