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 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 630 CHF | 44 608 CHF | 100,00% | 100,00% |
19/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 97 948 | 75 000 | 53 607 CHF | 41 823 CHF | 100,00% | 100,00% |
18/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 95 347 | 75 000 | 52 771 CHF | 42 295 CHF | 100,00% | 100,00% |
15/11/2024 | 1,69% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 90 730 | 75 000 | 53 173 CHF | 44 726 CHF | 100,00% | 100,00% |
14/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 84 187 | 75 000 | 52 602 CHF | 47 651 CHF | 99,27% | 99,27% |
13/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 80 603 | 74 437 | 52 174 CHF | 48 954 CHF | 99,40% | 99,40% |
12/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 940 | 75 000 | 53 056 CHF | 50 530 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 79 131 | 75 000 | 56 183 CHF | 54 008 CHF | 100,00% | 100,00% |
08/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 423 | 75 000 | 56 056 CHF | 53 692 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 74 999 | 73 704 | 56 245 CHF | 56 052 CHF | 99,23% | 99,23% |