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 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 357 | 75 000 | 54 771 CHF | 52 536 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 57 448 CHF | 58 197 CHF | 100,00% | 100,00% |
18/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 76 254 | 75 000 | 56 039 CHF | 55 929 CHF | 100,00% | 100,00% |
15/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 76 953 | 75 000 | 55 941 CHF | 55 329 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 397 CHF | 58 147 CHF | 99,52% | 99,52% |
13/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 64 290 CHF | 64 584 CHF | 99,32% | 99,32% |
12/11/2024 | 1,24% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 212 CHF | 60 962 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 290 CHF | 59 040 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 546 CHF | 61 296 CHF | 100,00% | 100,00% |
07/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 703 | 72 406 | 57 967 CHF | 56 825 CHF | 99,12% | 99,12% |