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 | 1,22% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 958 CHF | 61 708 CHF | 94,79% | 94,79% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 839 CHF | 63 589 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 41 056 CHF | 41 747 CHF | 100,00% | 100,00% |
15/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 530 CHF | 60 280 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 573 CHF | 62 323 CHF | 83,69% | 83,69% |
13/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 721 | 74 112 | 62 759 CHF | 62 991 CHF | 94,16% | 94,16% |
12/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 540 CHF | 64 290 CHF | 84,38% | 84,38% |
11/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 625 CHF | 57 375 CHF | 94,79% | 94,79% |
08/11/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 576 CHF | 61 326 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 457 | 72 251 | 60 656 CHF | 59 545 CHF | 93,52% | 93,52% |