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 | 1,00% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 522 CHF | 75 272 CHF | 98,82% | 98,82% |
19/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 377 CHF | 73 127 CHF | 99,94% | 99,94% |
18/11/2024 | 1,27% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 71 858 | 69 764 | 68 247 CHF | 67 063 CHF | 98,08% | 98,08% |
15/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 054 CHF | 69 804 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 452 CHF | 65 202 CHF | 99,57% | 99,57% |
13/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 74 888 | 74 442 | 60 332 CHF | 60 725 CHF | 99,32% | 99,32% |
12/11/2024 | 1,24% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 176 CHF | 60 926 CHF | 99,36% | 99,36% |
11/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 106 CHF | 65 856 CHF | 95,09% | 95,09% |
08/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 580 CHF | 60 330 CHF | 99,79% | 99,79% |
07/11/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 215 | 73 692 | 64 721 CHF | 65 016 CHF | 96,70% | 96,70% |