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 | 1,56% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 52 687 | 52 580 CHF | 35 281 CHF | 99,65% | 99,65% |
19/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 944 | 52 694 | 55 232 CHF | 37 018 CHF | 99,58% | 99,58% |
18/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 014 | 52 681 | 52 372 CHF | 35 013 CHF | 99,66% | 99,66% |
15/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 76 467 | 58 113 | 58 108 CHF | 44 678 CHF | 98,78% | 98,78% |
14/11/2024 | 1,50% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 78 100 | 53 521 | 54 002 CHF | 38 148 CHF | 84,27% | 84,27% |
13/11/2024 | 1,90% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 96 313 | 53 402 | 53 190 CHF | 30 175 CHF | 97,13% | 97,13% |
12/11/2024 | 2,12% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 102 007 | 52 717 | 52 235 CHF | 27 765 CHF | 99,53% | 99,53% |
11/11/2024 | - | 0,33 CHF | - CHF | 160 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,68% |