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 | 1,43% | 0,70 CHF | 0,71 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 76 614 CHF | 77 714 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 74 809 CHF | 75 909 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 75 200 CHF | 76 300 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 74 838 CHF | 75 938 CHF | 100,00% | 100,00% |
14/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 73 525 CHF | 74 625 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 73 343 CHF | 74 443 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 75 754 CHF | 76 854 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 74 603 CHF | 75 653 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 76 734 CHF | 77 834 CHF | 99,18% | 99,18% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 110 000 | 110 000 | 106 425 | 106 425 | 74 636 CHF | 75 700 CHF | 100,00% | 100,00% |