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 | 1,23% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 683 CHF | 61 433 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 751 CHF | 58 501 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 229 CHF | 58 979 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 043 CHF | 58 793 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 018 | 75 000 | 56 037 CHF | 56 775 CHF | 99,52% | 99,52% |
13/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 76 332 | 74 138 | 55 729 CHF | 54 922 CHF | 98,35% | 98,35% |
12/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 071 CHF | 60 821 CHF | 99,90% | 99,90% |
11/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 820 CHF | 65 570 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 028 CHF | 64 778 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 74 461 | 72 408 | 65 841 CHF | 64 859 CHF | 99,13% | 99,13% |