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 | 1,59% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 97 177 | 97 177 | 60 374 CHF | 61 346 CHF | 99,10% | 99,10% |
19/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 463 CHF | 62 463 CHF | 97,84% | 97,84% |
18/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 473 | 99 473 | 62 655 CHF | 63 649 CHF | 99,21% | 99,21% |
15/11/2024 | 1,72% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 751 CHF | 58 751 CHF | 98,67% | 98,67% |
14/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 841 CHF | 52 841 CHF | 98,75% | 98,75% |
13/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 88 959 | 88 959 | 45 531 CHF | 46 421 CHF | 97,80% | 97,80% |
12/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 29 823 CHF | 30 453 CHF | 98,69% | 98,69% |
11/11/2024 | 2,31% | 0,47 CHF | 0,48 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 027 CHF | 27 657 CHF | 98,95% | 98,95% |
08/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 174 CHF | 27 804 CHF | 99,41% | 99,41% |
07/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 63 000 | 63 000 | 62 991 | 62 991 | 28 638 CHF | 29 268 CHF | 99,10% | 99,10% |