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 | 1,46% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 591 CHF | 51 929 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 76 383 | 75 000 | 54 965 CHF | 54 740 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 77 522 | 75 000 | 55 313 CHF | 54 284 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 635 | 75 000 | 54 429 CHF | 52 024 CHF | 100,00% | 100,00% |
14/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 51 618 CHF | 49 142 CHF | 99,27% | 99,27% |
13/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 84 971 | 74 437 | 52 946 CHF | 47 172 CHF | 99,40% | 99,40% |
12/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 87 892 | 75 000 | 53 392 CHF | 46 357 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 592 | 75 000 | 51 346 CHF | 42 809 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 127 | 75 000 | 51 127 CHF | 43 297 CHF | 100,00% | 100,00% |
07/11/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 100 325 | 73 704 | 52 564 CHF | 39 358 CHF | 99,23% | 99,23% |