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 | 1,97% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 689 CHF | 38 439 CHF | 100,00% | 100,00% |
19/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 43 600 CHF | 44 347 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 117 CHF | 41 867 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 385 CHF | 41 135 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 361 CHF | 44 111 CHF | 99,52% | 99,52% |
13/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 74 146 | 74 146 | 49 839 CHF | 50 582 CHF | 99,32% | 99,32% |
12/11/2024 | 1,62% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 45 979 CHF | 46 729 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 158 CHF | 44 908 CHF | 100,00% | 100,00% |
08/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 46 427 CHF | 47 177 CHF | 100,00% | 100,00% |
07/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 72 406 | 72 406 | 42 459 CHF | 43 190 CHF | 99,12% | 99,12% |