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 | 1,03% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 738 | 74 738 | 72 006 CHF | 72 754 CHF | 99,36% | 99,36% |
19/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 857 | 74 857 | 65 836 CHF | 66 584 CHF | 99,26% | 99,26% |
18/11/2024 | 0,97% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 57 344 | 57 344 | 58 544 CHF | 59 118 CHF | 99,25% | 99,25% |
15/11/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 52 506 | 52 506 | 54 084 CHF | 54 610 CHF | 99,38% | 99,38% |
14/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 64 636 | 64 636 | 63 680 CHF | 64 327 CHF | 99,35% | 99,35% |
13/11/2024 | 1,12% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 73 268 | 73 268 | 65 473 CHF | 66 206 CHF | 99,38% | 99,38% |
12/11/2024 | 1,85% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 103 136 | 103 136 | 55 539 CHF | 56 570 CHF | 99,07% | 99,07% |
11/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 101 456 | 101 456 | 54 280 CHF | 55 295 CHF | 99,25% | 99,25% |
08/11/2024 | 2,37% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 128 929 | 128 929 | 53 719 CHF | 55 008 CHF | 99,37% | 99,37% |
07/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 144 646 | 144 646 | 54 491 CHF | 55 938 CHF | 99,26% | 99,26% |