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 | 1,38% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 521 | 75 521 | 54 239 CHF | 54 994 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 529 CHF | 65 279 CHF | 99,86% | 99,86% |
18/11/2024 | 1,26% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 164 CHF | 59 914 CHF | 99,88% | 99,88% |
15/11/2024 | 1,30% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 254 CHF | 58 004 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 780 | 75 780 | 52 639 CHF | 53 397 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 039 | 75 039 | 55 305 CHF | 56 056 CHF | 100,00% | 100,00% |
12/11/2024 | 2,09% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 119 510 | 119 510 | 56 741 CHF | 57 936 CHF | 99,70% | 99,70% |
11/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 124 963 | 124 963 | 54 293 CHF | 55 543 CHF | 99,90% | 99,90% |
08/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 942 | 100 942 | 57 247 CHF | 58 257 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 114 282 | 114 282 | 56 769 CHF | 57 911 CHF | 99,90% | 99,90% |