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 | 1,35% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 043 CHF | 55 793 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 116 CHF | 57 866 CHF | 99,91% | 99,91% |
18/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 656 CHF | 53 406 CHF | 99,91% | 99,91% |
15/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 88 218 | 88 217 | 58 604 CHF | 59 486 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 80 639 | 80 639 | 54 715 CHF | 55 522 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 352 CHF | 58 102 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 465 | 75 465 | 54 473 CHF | 55 228 CHF | 99,67% | 99,67% |
11/11/2024 | 1,66% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 746 CHF | 60 746 CHF | 99,88% | 99,88% |
08/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 517 | 100 517 | 59 405 CHF | 60 410 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 112 970 | 112 970 | 56 047 CHF | 57 176 CHF | 99,90% | 99,90% |