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 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 71 065 | 35 125 | 53 002 CHF | 26 566 CHF | 99,68% | 99,68% |
19/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 71 065 | 35 124 | 54 076 CHF | 27 121 CHF | 99,68% | 99,68% |
18/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 70 866 | 35 121 | 58 272 CHF | 29 079 CHF | 99,69% | 99,69% |
15/11/2024 | 2,98% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 33 071 | 22 432 | 28 129 CHF | 18 957 CHF | 98,23% | 98,23% |
14/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 63 197 | 35 132 | 57 887 CHF | 32 521 CHF | 99,60% | 99,60% |
13/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 56 690 | 35 439 | 56 401 CHF | 35 330 CHF | 97,62% | 97,62% |
12/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 58 411 | 35 122 | 58 137 CHF | 35 252 CHF | 99,68% | 99,68% |
11/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 55 325 | 35 120 | 63 895 CHF | 40 765 CHF | 99,68% | 99,68% |
08/11/2024 | 0,87% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 29 809 | 57 189 CHF | 34 129 CHF | 99,19% | 99,19% |
07/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 42 153 | 29 832 | 53 800 CHF | 38 511 CHF | 99,69% | 99,69% |