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 | 1,47% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 88 054 | 88 054 | 59 384 CHF | 60 264 CHF | 99,20% | 99,20% |
19/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 85 571 | 85 571 | 56 803 CHF | 57 659 CHF | 99,32% | 99,32% |
18/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 81 188 | 81 188 | 54 612 CHF | 55 424 CHF | 99,29% | 99,29% |
15/11/2024 | 1,66% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 761 CHF | 60 761 CHF | 98,60% | 98,60% |
14/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 118 351 | 118 351 | 58 161 CHF | 59 345 CHF | 98,65% | 98,65% |
13/11/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 107 400 | 107 425 | 51 510 CHF | 52 597 CHF | 99,33% | 99,33% |
12/11/2024 | 2,30% | 0,47 CHF | 0,48 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 075 CHF | 27 705 CHF | 98,69% | 98,69% |
11/11/2024 | 2,75% | 0,42 CHF | 0,43 CHF | 63 000 | 63 000 | 73 884 | 73 884 | 26 516 CHF | 27 255 CHF | 99,31% | 99,31% |
08/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 452 CHF | 28 202 CHF | 99,31% | 99,31% |
07/11/2024 | 2,44% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 66 199 | 66 199 | 26 746 CHF | 27 408 CHF | 98,82% | 98,82% |