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 | 1,77% | 0,63 CHF | 0,64 CHF | 81 360 | 50 000 | 80 001 | 50 000 | 52 241 CHF | 33 233 CHF | 71,18% | 71,18% |
19/11/2024 | 1,71% | 0,63 CHF | 0,64 CHF | 81 094 | 50 000 | 80 150 | 50 000 | 51 412 CHF | 32 628 CHF | 54,13% | 54,13% |
18/11/2024 | 1,59% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 79 364 | 50 000 | 55 211 CHF | 35 348 CHF | 99,90% | 99,90% |
15/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 981 | 50 000 | 51 789 CHF | 36 999 CHF | 90,02% | 90,02% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 71 447 | 50 000 | 52 472 CHF | 37 250 CHF | 72,68% | 72,68% |
13/11/2024 | 1,96% | 0,69 CHF | 0,70 CHF | 79 747 | 50 000 | 77 089 | 49 710 | 53 803 CHF | 35 428 CHF | 99,36% | 99,36% |
12/11/2024 | 1,60% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 841 CHF | 39 804 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 62 618 | 50 000 | 52 669 CHF | 42 817 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 534 CHF | 39 535 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 514 | 48 659 | 53 395 CHF | 37 457 CHF | 96,00% | 96,00% |