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 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 91 765 | 75 000 | 52 019 CHF | 43 292 CHF | 94,79% | 94,79% |
19/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 98 740 | 75 000 | 53 499 CHF | 41 411 CHF | 100,00% | 100,00% |
18/11/2024 | 2,39% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 57 032 | 51 451 | 33 054 CHF | 30 521 CHF | 100,00% | 100,00% |
15/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 163 | 75 000 | 53 069 CHF | 44 899 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 93 951 | 75 000 | 52 699 CHF | 42 877 CHF | 83,69% | 83,69% |
13/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 98 817 | 74 112 | 53 708 CHF | 41 043 CHF | 94,16% | 94,16% |
12/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 99 923 | 75 000 | 53 872 CHF | 41 186 CHF | 84,37% | 84,37% |
11/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 82 697 | 75 000 | 52 239 CHF | 48 172 CHF | 94,79% | 94,79% |
08/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 081 CHF | 44 150 CHF | 100,00% | 100,00% |
07/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 644 | 72 251 | 51 948 CHF | 42 225 CHF | 93,52% | 93,52% |