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 | 0,61% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 576 CHF | 123 326 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 631 CHF | 121 381 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 023 CHF | 123 773 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 842 CHF | 127 592 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 885 CHF | 125 635 CHF | 99,22% | 99,22% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 120 004 CHF | 120 756 CHF | 99,36% | 99,36% |
12/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 586 CHF | 128 336 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 124 142 CHF | 124 888 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 787 CHF | 123 537 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 122 609 CHF | 123 362 CHF | 98,73% | 98,73% |