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 | 1,41% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 71 066 | 52 692 | 54 111 CHF | 40 773 CHF | 99,63% | 99,63% |
19/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 71 067 | 52 697 | 56 401 CHF | 42 435 CHF | 99,56% | 99,56% |
18/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 71 066 | 52 683 | 53 822 CHF | 40 425 CHF | 99,64% | 99,64% |
15/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 69 163 | 58 121 | 59 643 CHF | 50 655 CHF | 98,76% | 98,76% |
14/11/2024 | 1,31% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 71 131 | 53 525 | 56 746 CHF | 43 662 CHF | 84,19% | 84,19% |
13/11/2024 | 1,59% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 53 405 | 52 420 CHF | 35 628 CHF | 97,11% | 97,11% |
12/11/2024 | 1,74% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 87 394 | 52 722 | 53 608 CHF | 33 115 CHF | 99,51% | 99,51% |
11/11/2024 | 2,40% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 119 432 | 48 092 | 53 184 CHF | 21 915 CHF | 62,22% | 99,66% |
08/11/2024 | - | 0,36 CHF | - CHF | 140 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 58,90% |
07/11/2024 | - | 0,27 CHF | - CHF | 190 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 87,60% |