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 | 1,79% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 95 890 | 75 000 | 52 965 CHF | 42 225 CHF | 100,00% | 100,00% |
19/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 163 CHF | 45 052 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 223 | 75 000 | 52 744 CHF | 44 601 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 175 CHF | 45 062 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 87 080 | 75 000 | 53 727 CHF | 47 067 CHF | 99,52% | 99,52% |
13/11/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 82 800 | 74 138 | 52 797 CHF | 48 088 CHF | 98,35% | 98,35% |
12/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 475 | 75 000 | 51 451 CHF | 43 408 CHF | 99,90% | 99,90% |
11/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 158 | 75 000 | 50 568 CHF | 38 618 CHF | 100,00% | 100,00% |
08/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 681 CHF | 39 511 CHF | 100,00% | 100,00% |
07/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 106 480 | 72 408 | 51 643 CHF | 35 799 CHF | 99,13% | 99,13% |