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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 055 | 75 000 | 55 946 CHF | 56 656 CHF | 100,00% | 100,00% |
20/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 964 CHF | 58 714 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 77 795 | 73 453 | 53 106 CHF | 50 909 CHF | 100,00% | 100,00% |
18/11/2024 | 1,36% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 76 904 | 75 000 | 56 039 CHF | 55 472 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 76 076 | 75 000 | 56 202 CHF | 56 206 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 166 | 75 000 | 55 355 CHF | 53 208 CHF | 99,52% | 99,52% |
13/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 74 146 | 54 433 CHF | 45 588 CHF | 99,32% | 99,32% |
12/11/2024 | 1,49% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 80 053 | 75 000 | 53 205 CHF | 50 599 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 299 CHF | 52 592 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 018 CHF | 50 454 CHF | 100,00% | 100,00% |