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 | 0,92% | 1,08 CHF | 1,09 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 59 507 CHF | 60 057 CHF | 99,73% | 99,73% |
19/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 63 866 CHF | 64 416 CHF | 99,83% | 99,83% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 63 684 CHF | 64 234 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 1,14 CHF | 1,15 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 52 683 CHF | 53 233 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 38 509 CHF | 39 059 CHF | 100,00% | 100,00% |
13/11/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 40 690 CHF | 41 240 CHF | 99,95% | 99,95% |
12/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 37 324 CHF | 37 874 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 39 149 CHF | 39 699 CHF | 99,66% | 99,66% |
08/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 43 883 CHF | 44 433 CHF | 100,00% | 100,00% |
07/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 45 746 CHF | 46 296 CHF | 99,70% | 99,70% |