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 | 1,51% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 35 129 | 52 758 CHF | 23 541 CHF | 99,65% | 99,65% |
19/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 35 128 | 53 897 CHF | 24 078 CHF | 99,65% | 99,65% |
18/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 71 481 | 35 125 | 52 647 CHF | 26 074 CHF | 99,66% | 99,66% |
15/11/2024 | 3,28% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 36 606 | 22 440 | 28 026 CHF | 17 015 CHF | 98,18% | 98,18% |
14/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 68 550 | 35 139 | 56 809 CHF | 29 490 CHF | 99,55% | 99,55% |
13/11/2024 | 1,09% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 63 280 | 35 522 | 57 612 CHF | 32 339 CHF | 97,10% | 97,10% |
12/11/2024 | 1,09% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 63 197 | 35 127 | 57 555 CHF | 32 245 CHF | 99,64% | 99,64% |
11/11/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 55 327 | 35 124 | 59 173 CHF | 37 775 CHF | 99,65% | 99,65% |
08/11/2024 | 0,94% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 50 551 | 29 811 | 53 511 CHF | 31 618 CHF | 99,17% | 99,17% |
07/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 29 834 | 59 515 CHF | 36 003 CHF | 99,65% | 99,65% |