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 | 1,54% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 95 077 | 95 077 | 61 281 CHF | 62 231 CHF | 99,41% | 99,41% |
19/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 729 | 99 729 | 63 783 CHF | 64 780 CHF | 97,56% | 97,56% |
18/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 97 140 | 97 140 | 63 104 CHF | 64 075 CHF | 97,59% | 97,59% |
15/11/2024 | 1,69% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 817 CHF | 59 817 CHF | 98,27% | 98,27% |
14/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 170 CHF | 52 170 CHF | 98,74% | 98,74% |
13/11/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 421 | 100 421 | 49 931 CHF | 50 935 CHF | 98,10% | 98,10% |
12/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 28 877 CHF | 29 507 CHF | 99,14% | 99,14% |
11/11/2024 | 2,45% | 0,45 CHF | 0,46 CHF | 63 000 | 63 000 | 70 841 | 70 841 | 28 499 CHF | 29 207 CHF | 99,25% | 99,25% |
08/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 64 712 | 64 707 | 26 351 CHF | 26 996 CHF | 99,31% | 99,31% |
07/11/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 554 CHF | 28 184 CHF | 98,71% | 98,71% |