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 | 1,15% | 0,88 CHF | 0,89 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 69 234 CHF | 70 034 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 69 986 CHF | 70 786 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 67 075 CHF | 67 875 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 73 561 CHF | 74 461 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 63 226 CHF | 64 026 CHF | 100,00% | 100,00% |
13/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 72 934 CHF | 73 834 CHF | 100,00% | 100,00% |
12/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 530 CHF | 78 530 CHF | 100,00% | 100,00% |
11/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 65 801 CHF | 66 701 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 542 CHF | 74 542 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 471 CHF | 70 471 CHF | 100,00% | 100,00% |