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 | 1,48% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 50 475 CHF | 51 225 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 302 CHF | 54 052 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 851 CHF | 53 601 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 104 CHF | 53 854 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 048 CHF | 55 798 CHF | 99,52% | 99,52% |
13/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 138 | 74 138 | 56 237 CHF | 56 983 CHF | 98,35% | 98,35% |
12/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 658 CHF | 52 408 CHF | 99,90% | 99,90% |
11/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 46 868 CHF | 47 618 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 723 CHF | 48 473 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 72 408 | 72 408 | 43 574 CHF | 44 308 CHF | 99,13% | 99,13% |