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 | 1,82% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 115 CHF | 48 802 CHF | 100,00% | 100,00% |
19/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 88 652 | 75 000 | 54 595 CHF | 46 957 CHF | 99,40% | 99,40% |
18/11/2024 | 1,71% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 84 312 | 75 000 | 52 959 CHF | 47 962 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 885 CHF | 52 266 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 79 832 | 75 000 | 54 752 CHF | 52 297 CHF | 99,52% | 99,52% |
13/11/2024 | 1,46% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 74 888 | 74 442 | 55 648 CHF | 56 122 CHF | 99,32% | 99,32% |
12/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 711 CHF | 59 512 CHF | 100,00% | 100,00% |
11/11/2024 | 1,48% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 564 CHF | 63 498 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 404 CHF | 65 315 CHF | 100,00% | 100,00% |
07/11/2024 | 1,49% | 0,91 CHF | 0,93 CHF | 75 000 | 75 000 | 73 759 | 72 408 | 70 352 CHF | 69 988 CHF | 99,13% | 99,13% |