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 | 1,58% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 82 947 | 75 000 | 52 085 CHF | 47 881 CHF | 94,79% | 94,79% |
19/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 024 | 75 000 | 53 631 CHF | 45 957 CHF | 100,00% | 100,00% |
18/11/2024 | 2,17% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 53 311 | 51 451 | 34 286 CHF | 33 772 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 615 | 75 000 | 52 545 CHF | 49 654 CHF | 100,00% | 100,00% |
14/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 84 754 | 75 000 | 52 803 CHF | 47 545 CHF | 83,69% | 83,69% |
13/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 89 904 | 74 112 | 54 439 CHF | 45 628 CHF | 94,16% | 94,16% |
12/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 54 187 CHF | 45 906 CHF | 84,38% | 84,38% |
11/11/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 383 CHF | 52 672 CHF | 94,79% | 94,79% |
08/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 153 | 75 000 | 51 480 CHF | 48 924 CHF | 100,00% | 100,00% |
07/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 81 261 | 72 251 | 51 551 CHF | 46 674 CHF | 93,52% | 93,52% |