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 | 1,18% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 069 CHF | 63 819 CHF | 98,62% | 98,62% |
19/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 955 CHF | 70 705 CHF | 99,03% | 99,03% |
18/11/2024 | 1,18% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 738 | 74 738 | 63 013 CHF | 63 760 CHF | 99,36% | 99,36% |
15/11/2024 | 1,57% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 94 847 | 94 847 | 59 785 CHF | 60 734 CHF | 99,28% | 99,28% |
14/11/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 119 779 | 119 781 | 57 671 CHF | 58 871 CHF | 98,47% | 98,47% |
13/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 111 837 | 111 837 | 51 541 CHF | 52 659 CHF | 99,31% | 99,31% |
12/11/2024 | 2,29% | 0,46 CHF | 0,47 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 225 CHF | 27 855 CHF | 99,08% | 99,08% |
11/11/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 63 000 | 63 000 | 63 733 | 63 700 | 26 321 CHF | 26 945 CHF | 99,22% | 99,22% |
08/11/2024 | 2,04% | 0,42 CHF | 0,43 CHF | 63 000 | 63 000 | 54 372 | 54 372 | 26 366 CHF | 26 910 CHF | 99,42% | 99,42% |
07/11/2024 | 1,70% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 164 CHF | 29 664 CHF | 98,73% | 98,73% |