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 | 0,58% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 024 CHF | 130 774 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 017 CHF | 128 767 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 488 CHF | 131 238 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 241 CHF | 134 991 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 241 CHF | 132 991 CHF | 99,22% | 99,22% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 127 407 CHF | 128 158 CHF | 99,36% | 99,36% |
12/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 992 CHF | 135 742 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 131 311 CHF | 132 056 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 244 CHF | 130 994 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 129 807 CHF | 130 559 CHF | 98,73% | 98,73% |