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 | 0,64% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 959 CHF | 116 709 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 927 CHF | 114 677 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 390 CHF | 117 140 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 141 CHF | 120 891 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 156 CHF | 118 906 CHF | 99,22% | 99,22% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 113 440 CHF | 114 189 CHF | 99,36% | 99,36% |
12/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 864 CHF | 121 614 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 117 640 CHF | 118 386 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 158 CHF | 116 908 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 73 697 | 73 697 | 116 082 CHF | 116 831 CHF | 98,73% | 98,73% |