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 | 1,40% | 0,71 CHF | 0,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 566 CHF | 43 166 CHF | 99,73% | 99,73% |
19/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 47 618 CHF | 48 218 CHF | 99,85% | 99,85% |
18/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 891 CHF | 42 491 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 38 730 CHF | 39 330 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,60 CHF | 0,61 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 40 365 CHF | 40 965 CHF | 100,00% | 100,00% |
13/11/2024 | 1,27% | 0,73 CHF | 0,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 46 997 CHF | 47 597 CHF | 99,95% | 99,95% |
12/11/2024 | 1,68% | 0,66 CHF | 0,67 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 35 552 CHF | 36 152 CHF | 100,00% | 100,00% |
11/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 262 CHF | 33 862 CHF | 99,68% | 99,68% |
08/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 38 467 CHF | 39 067 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 36 195 CHF | 36 795 CHF | 99,70% | 99,70% |