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 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 526 CHF | 53 526 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 98 724 | 75 000 | 52 146 CHF | 40 399 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 91 162 | 75 000 | 51 139 CHF | 42 833 CHF | 100,00% | 100,00% |
15/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 596 CHF | 44 580 CHF | 100,00% | 100,00% |
14/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 856 CHF | 44 797 CHF | 99,22% | 99,22% |
13/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 031 | 74 446 | 51 480 CHF | 43 321 CHF | 98,74% | 98,74% |
12/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 466 CHF | 45 305 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 81 042 | 75 000 | 51 841 CHF | 48 745 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 82 452 | 75 000 | 52 234 CHF | 48 307 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 985 | 73 699 | 54 846 CHF | 51 264 CHF | 98,73% | 98,73% |