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 | 1,77% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 92 963 | 75 000 | 52 171 CHF | 42 868 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 829 CHF | 45 607 CHF | 100,00% | 100,00% |
18/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 403 CHF | 45 253 CHF | 100,00% | 100,00% |
15/11/2024 | 1,76% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 92 925 | 75 000 | 52 236 CHF | 42 942 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 99 859 | 75 000 | 52 387 CHF | 40 099 CHF | 99,27% | 99,27% |
13/11/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 102 386 | 74 437 | 51 404 CHF | 38 148 CHF | 99,40% | 99,40% |
12/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 105 431 | 75 000 | 51 300 CHF | 37 312 CHF | 100,00% | 100,00% |
11/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 851 | 75 000 | 52 789 CHF | 33 784 CHF | 100,00% | 100,00% |
08/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 117 256 | 75 000 | 52 410 CHF | 34 287 CHF | 100,00% | 100,00% |
07/11/2024 | 2,54% | 0,43 CHF | 0,44 CHF | 118 306 | 75 000 | 117 799 | 73 746 | 47 440 CHF | 30 425 CHF | 99,05% | 99,05% |