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 | 2,15% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 89 869 | 75 000 | 53 623 CHF | 45 730 CHF | 100,00% | 100,00% |
19/11/2024 | 2,71% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 108 850 | 75 000 | 52 649 CHF | 37 299 CHF | 99,99% | 99,99% |
18/11/2024 | 2,68% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 89 874 | 69 486 | 53 648 CHF | 42 507 CHF | 100,00% | 100,00% |
15/11/2024 | 3,09% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 58 881 | 54 333 | 36 300 CHF | 34 440 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 88 937 | 75 000 | 54 261 CHF | 46 839 CHF | 98,90% | 98,90% |
13/11/2024 | 2,36% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 74 449 | 52 941 CHF | 44 841 CHF | 99,36% | 99,36% |
12/11/2024 | 2,07% | 0,61 CHF | 0,63 CHF | 90 000 | 75 000 | 81 417 | 75 000 | 52 616 CHF | 49 518 CHF | 98,84% | 98,84% |
11/11/2024 | 1,89% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 73 092 | 73 091 | 53 705 CHF | 54 705 CHF | 99,61% | 99,61% |
08/11/2024 | 1,89% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 77 050 | 75 000 | 55 250 CHF | 54 831 CHF | 100,00% | 100,00% |
07/11/2024 | 1,90% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 740 | 73 699 | 58 196 CHF | 58 490 CHF | 98,73% | 98,73% |