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 | 1,60% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 87 053 | 75 000 | 54 071 CHF | 47 369 CHF | 94,79% | 94,79% |
19/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 976 | 75 000 | 52 433 CHF | 49 339 CHF | 100,00% | 100,00% |
18/11/2024 | 2,67% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 57 013 | 51 451 | 34 648 CHF | 31 971 CHF | 100,00% | 100,00% |
15/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 89 356 | 75 000 | 53 928 CHF | 46 030 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 84 651 | 75 000 | 53 338 CHF | 48 073 CHF | 83,69% | 83,69% |
13/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 74 112 | 51 792 CHF | 48 720 CHF | 94,16% | 94,16% |
12/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 078 CHF | 49 574 CHF | 84,38% | 84,38% |
11/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 91 340 | 75 000 | 51 587 CHF | 43 125 CHF | 94,79% | 94,79% |
08/11/2024 | 1,61% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 87 218 | 75 000 | 53 838 CHF | 47 076 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 86 092 | 72 251 | 53 756 CHF | 45 818 CHF | 93,52% | 93,52% |