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 | 3,46% | 0,78 CHF | 0,81 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 085 CHF | 19 626 CHF | 100,00% | 100,00% |
19/11/2024 | 3,76% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 71 145 | 25 000 | 51 437 CHF | 18 773 CHF | 100,00% | 100,00% |
18/11/2024 | 3,49% | 0,73 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 081 CHF | 18 891 CHF | 99,63% | 99,63% |
15/11/2024 | 3,98% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 51 711 CHF | 19 218 CHF | 100,00% | 100,00% |
14/11/2024 | 3,91% | 0,75 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 52 042 CHF | 19 327 CHF | 99,44% | 99,44% |
13/11/2024 | 3,65% | 0,74 CHF | 0,77 CHF | 70 000 | 25 000 | 70 598 | 24 964 | 52 221 CHF | 19 159 CHF | 98,88% | 98,88% |
12/11/2024 | 3,73% | 0,72 CHF | 0,75 CHF | 70 000 | 25 000 | 70 020 | 25 000 | 51 765 CHF | 19 184 CHF | 100,00% | 100,00% |
11/11/2024 | 3,72% | 0,77 CHF | 0,80 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 850 CHF | 19 961 CHF | 100,00% | 100,00% |
08/11/2024 | 3,64% | 0,76 CHF | 0,79 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 266 CHF | 19 728 CHF | 100,00% | 100,00% |
07/11/2024 | 3,97% | 0,77 CHF | 0,80 CHF | 70 000 | 25 000 | 67 815 | 24 376 | 53 034 CHF | 19 813 CHF | 99,06% | 99,06% |