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 | 1,45% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 196 | 75 196 | 51 636 CHF | 52 387 CHF | 100,00% | 100,00% |
19/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 96 619 | 96 619 | 60 073 CHF | 61 039 CHF | 99,88% | 99,88% |
18/11/2024 | 1,51% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 91 657 | 91 657 | 60 256 CHF | 61 172 CHF | 99,90% | 99,90% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 98 972 | 98 972 | 63 980 CHF | 64 970 CHF | 100,00% | 100,00% |
14/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 99 743 | 99 743 | 61 805 CHF | 62 802 CHF | 100,00% | 100,00% |
13/11/2024 | 1,59% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 97 827 | 97 827 | 61 270 CHF | 62 248 CHF | 100,00% | 100,00% |
12/11/2024 | 1,41% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 038 CHF | 53 788 CHF | 99,70% | 99,70% |
11/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 696 CHF | 56 446 CHF | 99,91% | 99,91% |
08/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 124 CHF | 55 874 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 654 CHF | 59 404 CHF | 99,89% | 99,89% |