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 | 0,73% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 607 CHF | 103 357 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 705 CHF | 101 455 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 061 CHF | 103 811 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 895 CHF | 107 645 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 927 CHF | 105 677 CHF | 99,22% | 99,22% |
13/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 100 226 CHF | 100 973 CHF | 99,36% | 99,36% |
12/11/2024 | 0,69% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 657 CHF | 108 407 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 104 740 CHF | 105 486 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 861 CHF | 103 611 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 103 020 CHF | 103 768 CHF | 98,73% | 98,73% |