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 | 2,24% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 67 702 | 30 091 | 55 008 CHF | 25 497 CHF | 93,94% | 93,94% |
19/11/2024 | 2,67% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 79 642 | 29 798 | 54 434 CHF | 20 812 CHF | 99,67% | 99,67% |
18/11/2024 | 2,07% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 67 142 | 32 119 | 52 960 CHF | 25 147 CHF | 67,17% | 67,17% |
15/11/2024 | 1,55% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 50 706 | 29 796 | 59 174 CHF | 34 580 CHF | 99,67% | 99,67% |
14/11/2024 | 1,25% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 41 842 | 27 875 | 61 988 CHF | 41 401 CHF | 91,57% | 91,57% |
13/11/2024 | 1,15% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 42 186 | 29 229 | 65 272 CHF | 45 842 CHF | 97,11% | 97,11% |
12/11/2024 | 1,14% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 42 425 | 29 254 | 67 388 CHF | 46 680 CHF | 87,57% | 87,57% |
11/11/2024 | 1,10% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 41 122 | 28 846 | 67 565 CHF | 48 087 CHF | 97,48% | 97,48% |
08/11/2024 | 1,29% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 42 166 | 29 886 | 59 414 CHF | 43 101 CHF | 98,64% | 98,64% |
07/11/2024 | 1,41% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 49 982 | 29 934 | 59 200 CHF | 36 237 CHF | 97,63% | 97,63% |