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 | 1,40% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 558 | 75 000 | 55 844 CHF | 54 086 CHF | 100,00% | 100,00% |
20/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 533 | 75 000 | 54 372 CHF | 52 039 CHF | 100,00% | 100,00% |
19/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 57 000 CHF | 57 746 CHF | 100,00% | 100,00% |
18/11/2024 | 1,36% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 76 366 | 75 000 | 55 770 CHF | 55 587 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 77 163 | 75 000 | 55 600 CHF | 54 851 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 004 CHF | 57 754 CHF | 99,52% | 99,52% |
13/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 63 848 CHF | 64 154 CHF | 99,32% | 99,32% |
12/11/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 673 CHF | 60 423 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 769 CHF | 58 519 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 059 CHF | 60 809 CHF | 100,00% | 100,00% |