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 | 1,87% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 98 231 | 52 700 | 53 552 CHF | 29 392 CHF | 99,57% | 99,57% |
19/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 345 | 52 702 | 52 810 CHF | 31 108 CHF | 99,50% | 99,50% |
18/11/2024 | 1,97% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 414 | 52 690 | 53 806 CHF | 29 076 CHF | 99,58% | 99,58% |
15/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 85 159 | 58 143 | 55 044 CHF | 38 145 CHF | 98,58% | 98,58% |
14/11/2024 | 1,81% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 91 570 | 53 538 | 52 779 CHF | 32 132 CHF | 83,87% | 83,87% |
13/11/2024 | 2,32% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 117 681 | 53 423 | 51 787 CHF | 24 169 CHF | 96,80% | 97,06% |
12/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 084 | 72 821 | 51 426 CHF | 31 925 CHF | 21,90% | 99,44% |
11/11/2024 | - | 0,22 CHF | - CHF | 230 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,61% |