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 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 88 713 | 75 000 | 53 299 CHF | 45 849 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 77 957 | 73 453 | 54 066 CHF | 51 692 CHF | 100,00% | 100,00% |
18/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 82 508 | 75 000 | 53 287 CHF | 49 302 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 83 907 | 75 000 | 53 390 CHF | 48 579 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 668 | 75 000 | 53 938 CHF | 51 543 CHF | 99,52% | 99,52% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 889 | 74 146 | 57 742 CHF | 57 913 CHF | 99,32% | 99,32% |
12/11/2024 | 1,39% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 78 770 | 75 000 | 56 143 CHF | 54 229 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 010 CHF | 52 322 CHF | 100,00% | 100,00% |
08/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 76 331 | 75 000 | 54 872 CHF | 54 677 CHF | 100,00% | 100,00% |
07/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 543 | 72 406 | 54 688 CHF | 50 431 CHF | 99,12% | 99,12% |