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 | 1,86% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 065 | 75 000 | 51 083 CHF | 43 337 CHF | 100,00% | 100,00% |
19/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 297 | 75 000 | 53 767 CHF | 41 371 CHF | 99,40% | 99,40% |
18/11/2024 | 2,05% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 94 573 | 75 000 | 52 416 CHF | 42 466 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 86 128 | 75 000 | 52 867 CHF | 46 862 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 863 | 75 000 | 53 254 CHF | 46 825 CHF | 99,52% | 99,52% |
13/11/2024 | 1,67% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 74 442 | 53 505 CHF | 50 621 CHF | 99,32% | 99,32% |
12/11/2024 | 1,60% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 002 | 75 000 | 55 360 CHF | 54 111 CHF | 100,00% | 100,00% |
11/11/2024 | 1,52% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 096 CHF | 57 970 CHF | 100,00% | 100,00% |
08/11/2024 | 1,45% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 979 CHF | 59 842 CHF | 100,00% | 100,00% |
07/11/2024 | 1,50% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 168 | 72 407 | 65 380 CHF | 64 657 CHF | 99,13% | 99,13% |