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 | 1,44% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 898 CHF | 69 898 CHF | 90,21% | 90,21% |
19/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 473 CHF | 72 473 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 505 CHF | 70 505 CHF | 99,38% | 99,38% |
15/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 532 CHF | 49 061 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 974 CHF | 64 974 CHF | 99,22% | 99,22% |
13/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 559 | 99 159 | 68 182 CHF | 68 913 CHF | 99,36% | 99,36% |
12/11/2024 | 1,57% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 84 569 | 75 000 | 53 460 CHF | 48 233 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 024 CHF | 44 936 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 422 | 75 000 | 51 045 CHF | 48 481 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 98 958 | 97 396 | 62 950 CHF | 62 880 CHF | 98,73% | 98,73% |