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 | 3,18% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 67 701 | 30 089 | 55 268 CHF | 25 833 CHF | 93,97% | 93,97% |
19/11/2024 | 3,66% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 78 874 | 29 797 | 54 197 CHF | 21 125 CHF | 99,69% | 99,69% |
18/11/2024 | 2,90% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 66 501 | 32 115 | 52 874 CHF | 25 525 CHF | 67,20% | 67,20% |
15/11/2024 | 2,19% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 50 575 | 29 795 | 59 238 CHF | 34 915 CHF | 99,69% | 99,69% |
14/11/2024 | 1,76% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 41 842 | 27 873 | 62 222 CHF | 41 744 CHF | 91,60% | 91,60% |
13/11/2024 | 1,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 42 186 | 29 228 | 65 424 CHF | 46 148 CHF | 97,13% | 97,13% |
12/11/2024 | 1,58% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 42 424 | 29 251 | 67 593 CHF | 47 002 CHF | 87,59% | 87,59% |
11/11/2024 | 1,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 40 713 | 28 840 | 67 114 CHF | 48 438 CHF | 97,57% | 97,57% |
08/11/2024 | 1,87% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 42 165 | 29 885 | 59 603 CHF | 43 447 CHF | 98,65% | 98,65% |
07/11/2024 | 2,18% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 49 977 | 29 933 | 59 442 CHF | 36 632 CHF | 97,64% | 97,64% |