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 | 0,68% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 649 CHF | 111 399 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 677 CHF | 109 427 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 140 CHF | 111 890 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 891 CHF | 115 641 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 906 CHF | 113 656 CHF | 99,22% | 99,22% |
13/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 108 229 CHF | 108 977 CHF | 99,36% | 99,36% |
12/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 662 CHF | 116 412 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 112 523 CHF | 113 269 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 908 CHF | 111 658 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 110 923 CHF | 111 672 CHF | 98,73% | 98,73% |