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 | 1,47% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 76 431 | 76 431 | 51 615 CHF | 52 379 CHF | 99,40% | 99,40% |
20/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 110 | 100 111 | 53 706 CHF | 54 708 CHF | 99,50% | 99,50% |
19/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 111 710 | 111 710 | 55 252 CHF | 56 369 CHF | 99,18% | 99,18% |
18/11/2024 | 1,79% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 492 CHF | 56 492 CHF | 99,39% | 99,39% |
15/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 074 CHF | 58 074 CHF | 99,36% | 99,36% |
14/11/2024 | 1,42% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 79 970 | 79 969 | 55 818 CHF | 56 617 CHF | 99,17% | 99,17% |
13/11/2024 | 1,39% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 66 782 | 66 782 | 47 820 CHF | 48 488 CHF | 98,93% | 98,93% |
12/11/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 38 000 | 38 000 | 39 260 | 39 260 | 27 428 CHF | 27 821 CHF | 99,14% | 99,14% |
11/11/2024 | 1,80% | 0,71 CHF | 0,72 CHF | 38 000 | 38 000 | 48 899 | 48 899 | 27 004 CHF | 27 493 CHF | 99,29% | 99,29% |
08/11/2024 | 2,50% | 0,44 CHF | 0,45 CHF | 63 000 | 63 000 | 71 402 | 71 402 | 28 216 CHF | 28 930 CHF | 99,29% | 99,29% |