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 | 2,56% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 249 CHF | 58 734 CHF | 100,00% | 100,00% |
19/11/2024 | 2,62% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 020 | 75 000 | 55 992 CHF | 57 465 CHF | 100,00% | 100,00% |
18/11/2024 | 3,17% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 73 893 | 63 928 | 56 047 CHF | 49 969 CHF | 99,60% | 99,60% |
15/11/2024 | 2,51% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 578 CHF | 61 093 CHF | 100,00% | 100,00% |
14/11/2024 | 2,42% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 366 CHF | 62 866 CHF | 99,44% | 99,44% |
13/11/2024 | 2,51% | 0,80 CHF | 0,82 CHF | 75 000 | 75 000 | 74 911 | 74 373 | 59 601 CHF | 60 673 CHF | 98,88% | 98,88% |
12/11/2024 | 2,36% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 418 CHF | 64 933 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,88 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 395 CHF | 67 909 CHF | 100,00% | 100,00% |
08/11/2024 | 2,29% | 0,87 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 616 CHF | 67 134 CHF | 100,00% | 100,00% |
07/11/2024 | 2,37% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 74 221 | 72 402 | 66 277 CHF | 66 157 CHF | 99,06% | 99,06% |