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 | 1,49% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 83 122 | 83 122 | 55 434 CHF | 56 265 CHF | 99,09% | 99,09% |
19/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 84 285 | 84 285 | 56 504 CHF | 57 346 CHF | 99,24% | 99,24% |
18/11/2024 | 1,31% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 981 CHF | 57 731 CHF | 99,30% | 99,30% |
15/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 745 CHF | 63 495 CHF | 99,44% | 99,44% |
14/11/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 367 CHF | 65 117 CHF | 99,32% | 99,32% |
13/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 65 950 | 65 950 | 50 501 CHF | 51 160 CHF | 99,07% | 99,07% |
12/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 29 298 CHF | 29 678 CHF | 98,41% | 98,41% |
11/11/2024 | 1,72% | 0,70 CHF | 0,71 CHF | 38 000 | 38 000 | 48 615 | 48 615 | 28 042 CHF | 28 529 CHF | 99,24% | 99,24% |
08/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 262 CHF | 26 762 CHF | 99,47% | 99,47% |
07/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 363 CHF | 27 863 CHF | 99,22% | 99,22% |