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 | 1,33% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 467 | 75 000 | 56 292 CHF | 56 711 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 78 247 | 73 453 | 51 291 CHF | 48 900 CHF | 100,00% | 100,00% |
18/11/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 78 155 | 75 000 | 54 842 CHF | 53 448 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 77 763 | 75 000 | 55 327 CHF | 54 171 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 338 | 75 000 | 54 030 CHF | 51 207 CHF | 99,52% | 99,52% |
13/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 74 146 | 52 107 CHF | 43 669 CHF | 99,32% | 99,32% |
12/11/2024 | 1,56% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 81 314 | 75 000 | 51 863 CHF | 48 622 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 160 CHF | 50 587 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 421 | 75 000 | 51 131 CHF | 48 441 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 243 | 72 406 | 53 577 CHF | 49 200 CHF | 99,12% | 99,12% |