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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 89 405 | 75 000 | 54 107 CHF | 46 152 CHF | 100,00% | 100,00% |
20/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 353 | 75 000 | 52 432 CHF | 44 286 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 78 247 | 73 453 | 52 541 CHF | 50 064 CHF | 100,00% | 100,00% |
18/11/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 85 308 | 75 000 | 53 226 CHF | 47 679 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 86 879 | 75 000 | 53 432 CHF | 46 976 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 79 971 | 75 000 | 52 338 CHF | 49 836 CHF | 99,52% | 99,52% |
13/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 889 | 74 146 | 56 133 CHF | 56 317 CHF | 99,32% | 99,32% |
12/11/2024 | 1,44% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 79 399 | 75 000 | 54 902 CHF | 52 628 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 240 CHF | 50 663 CHF | 100,00% | 100,00% |
08/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 992 | 75 000 | 55 694 CHF | 52 969 CHF | 100,00% | 100,00% |