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 | 1,08% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 63 199 | 52 693 | 60 517 CHF | 51 069 CHF | 99,61% | 99,61% |
19/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 58 777 | 52 699 | 58 077 CHF | 52 745 CHF | 99,53% | 99,53% |
18/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 63 198 | 52 686 | 60 353 CHF | 50 831 CHF | 99,62% | 99,62% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 60 756 | 58 124 | 64 416 CHF | 62 136 CHF | 98,71% | 98,71% |
14/11/2024 | 1,05% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 60 743 | 53 530 | 60 680 CHF | 54 234 CHF | 84,07% | 84,07% |
13/11/2024 | 1,22% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 65 289 | 53 409 | 55 582 CHF | 46 079 CHF | 97,09% | 97,09% |
12/11/2024 | 1,33% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 71 026 | 52 726 | 57 602 CHF | 43 476 CHF | 99,48% | 99,48% |
11/11/2024 | 1,71% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 81 624 | 52 682 | 51 764 CHF | 33 906 CHF | 99,64% | 99,64% |
08/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 90 666 | 24 866 | 52 273 CHF | 14 620 CHF | 58,86% | 58,86% |
07/11/2024 | 1,92% | 0,47 CHF | 0,55 CHF | 110 000 | 50 000 | 92 216 | 45 889 | 52 059 CHF | 26 307 CHF | 63,03% | 88,23% |