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 | 1,51% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 934 | 75 000 | 53 070 CHF | 49 961 CHF | 100,00% | 100,00% |
19/11/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 380 | 73 453 | 51 604 CHF | 42 290 CHF | 100,00% | 100,00% |
18/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 86 431 | 75 000 | 52 797 CHF | 46 698 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 85 587 | 75 000 | 53 131 CHF | 47 421 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 91 227 | 75 000 | 53 113 CHF | 44 457 CHF | 99,52% | 99,52% |
13/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 108 923 | 74 146 | 53 248 CHF | 36 995 CHF | 99,32% | 99,32% |
12/11/2024 | 1,81% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 96 741 | 75 000 | 53 000 CHF | 41 872 CHF | 100,00% | 100,00% |
11/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 51 705 CHF | 43 837 CHF | 100,00% | 100,00% |
08/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 99 769 | 75 000 | 54 458 CHF | 41 691 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 559 | 72 406 | 52 305 CHF | 42 683 CHF | 99,12% | 99,12% |