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% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 797 | 75 797 | 55 197 CHF | 55 955 CHF | 98,58% | 98,58% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 042 CHF | 62 792 CHF | 99,15% | 99,15% |
18/11/2024 | 1,36% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 308 | 75 308 | 55 418 CHF | 56 171 CHF | 97,43% | 97,43% |
15/11/2024 | 1,91% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 106 352 | 106 352 | 55 446 CHF | 56 510 CHF | 99,26% | 99,26% |
14/11/2024 | 2,76% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 146 161 | 146 161 | 52 153 CHF | 53 615 CHF | 97,49% | 97,49% |
13/11/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 137 868 | 137 867 | 47 776 CHF | 49 155 CHF | 98,66% | 98,66% |
12/11/2024 | 3,08% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 84 886 | 84 889 | 27 151 CHF | 28 001 CHF | 98,90% | 98,90% |
11/11/2024 | 3,25% | 0,28 CHF | 0,29 CHF | 88 000 | 88 000 | 88 502 | 88 502 | 26 851 CHF | 27 736 CHF | 99,10% | 99,10% |
08/11/2024 | 2,61% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 73 349 | 73 349 | 27 730 CHF | 28 464 CHF | 99,49% | 99,49% |
07/11/2024 | 2,03% | 0,43 CHF | 0,44 CHF | 63 000 | 63 000 | 57 928 | 57 928 | 28 136 CHF | 28 715 CHF | 98,98% | 98,98% |