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 | 1,49% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 768 | 75 000 | 54 006 CHF | 50 936 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 82 334 | 75 000 | 52 875 CHF | 48 991 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 051 CHF | 51 423 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 76 146 | 75 000 | 55 237 CHF | 55 178 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 115 | 75 000 | 54 587 CHF | 53 210 CHF | 99,22% | 99,22% |
13/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 669 | 74 449 | 52 208 CHF | 48 944 CHF | 99,36% | 99,36% |
12/11/2024 | 1,35% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 75 747 | 75 000 | 55 707 CHF | 55 943 CHF | 100,00% | 100,00% |
11/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 74 072 | 73 096 | 54 315 CHF | 54 372 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 844 CHF | 51 229 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 773 | 73 698 | 55 723 CHF | 52 297 CHF | 98,73% | 98,73% |