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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,63% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 616 CHF | 70 757 CHF | 100,00% | 100,00% |
22/11/2024 | 1,46% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 235 CHF | 74 313 CHF | 100,00% | 100,00% |
20/11/2024 | 1,46% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 549 CHF | 75 642 CHF | 99,00% | 99,00% |
19/11/2024 | 1,68% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 165 CHF | 74 403 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 282 CHF | 71 597 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 49 346 CHF | 50 270 CHF | 100,00% | 100,00% |
14/11/2024 | 2,47% | 0,93 CHF | 0,95 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 35 586 CHF | 36 476 CHF | 99,22% | 99,22% |
13/11/2024 | 2,61% | 0,95 CHF | 0,97 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 34 913 CHF | 35 831 CHF | 99,36% | 99,36% |
12/11/2024 | 2,98% | 0,97 CHF | 1,00 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 34 828 CHF | 35 880 CHF | 100,00% | 100,00% |
11/11/2024 | 3,17% | 0,84 CHF | 0,86 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 31 924 CHF | 32 953 CHF | 100,00% | 100,00% |