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 | 0,63% | 1,56 CHF | 1,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 110 364 CHF | 111 064 CHF | 99,48% | 99,48% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 70 000 | 70 000 | 70 661 | 70 661 | 109 884 CHF | 110 591 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 111 468 CHF | 112 168 CHF | 99,89% | 99,89% |
15/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 110 646 CHF | 111 346 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 111 959 CHF | 112 691 CHF | 98,55% | 98,55% |
13/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 111 335 CHF | 112 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 110 740 CHF | 111 440 CHF | 99,88% | 99,88% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 112 745 CHF | 113 445 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 110 995 CHF | 111 695 CHF | 99,04% | 99,04% |
07/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 114 232 CHF | 114 932 CHF | 100,00% | 100,00% |