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 | 1,17% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 546 CHF | 64 296 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 362 CHF | 67 112 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 982 CHF | 66 732 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 457 CHF | 67 207 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 476 CHF | 69 226 CHF | 99,52% | 99,52% |
13/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 74 662 | 74 138 | 69 744 CHF | 69 995 CHF | 98,35% | 98,35% |
12/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 747 CHF | 65 497 CHF | 99,90% | 99,90% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 943 CHF | 60 693 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 036 CHF | 61 786 CHF | 100,00% | 100,00% |
07/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 703 | 72 408 | 58 171 CHF | 57 010 CHF | 99,13% | 99,13% |