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 | 1,33% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 685 | 50 000 | 52 958 CHF | 37 980 CHF | 99,00% | 99,00% |
19/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 366 | 50 000 | 51 967 CHF | 37 434 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 043 CHF | 40 614 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 65 402 | 50 000 | 54 439 CHF | 42 237 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 63 588 | 50 000 | 53 141 CHF | 42 392 CHF | 99,22% | 99,22% |
13/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 68 877 | 49 710 | 55 317 CHF | 40 462 CHF | 99,36% | 99,36% |
12/11/2024 | 1,52% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 60 447 | 50 000 | 53 638 CHF | 45 071 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 861 CHF | 48 018 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 842 CHF | 44 747 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 61 971 | 48 696 | 53 069 CHF | 42 411 CHF | 98,73% | 98,73% |