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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 406 | 75 000 | 52 238 CHF | 49 487 CHF | 100,00% | 100,00% |
20/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 294 CHF | 51 651 CHF | 100,00% | 100,00% |
19/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 87 141 | 73 453 | 51 172 CHF | 43 918 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 83 978 | 75 000 | 53 189 CHF | 48 388 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 82 429 | 75 000 | 52 998 CHF | 49 067 CHF | 100,00% | 100,00% |
14/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 89 473 | 75 000 | 54 149 CHF | 46 164 CHF | 99,52% | 99,52% |
13/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 74 146 | 51 099 CHF | 38 635 CHF | 99,32% | 99,32% |
12/11/2024 | 1,74% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 91 294 | 75 000 | 52 130 CHF | 43 610 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 695 CHF | 45 495 CHF | 100,00% | 100,00% |
08/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 348 | 75 000 | 51 420 CHF | 43 441 CHF | 100,00% | 100,00% |