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 | 1,24% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 213 CHF | 60 963 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 179 CHF | 62 929 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 977 CHF | 60 727 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 307 CHF | 57 057 CHF | 100,00% | 100,00% |
14/11/2024 | 1,28% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 278 CHF | 59 028 CHF | 99,22% | 99,22% |
13/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 890 | 74 449 | 62 310 CHF | 62 695 CHF | 99,36% | 99,36% |
12/11/2024 | 1,34% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 098 | 75 000 | 55 877 CHF | 56 557 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 54 598 CHF | 55 344 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 797 CHF | 61 547 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 511 | 73 698 | 58 458 CHF | 58 541 CHF | 98,73% | 98,73% |