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% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 063 CHF | 60 813 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 775 CHF | 60 525 CHF | 99,99% | 99,99% |
18/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 73 897 | 63 973 | 58 931 CHF | 51 728 CHF | 100,00% | 100,00% |
15/11/2024 | 1,43% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 50 519 CHF | 51 204 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 508 CHF | 64 458 CHF | 99,44% | 99,44% |
13/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 911 | 74 375 | 57 108 CHF | 57 445 CHF | 98,81% | 98,81% |
12/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 971 CHF | 59 721 CHF | 100,00% | 100,00% |
11/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 863 CHF | 63 632 CHF | 99,90% | 99,90% |
08/11/2024 | 1,41% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 099 CHF | 65 012 CHF | 97,40% | 97,40% |
07/11/2024 | 1,67% | 0,89 CHF | 0,91 CHF | 75 000 | 75 000 | 74 349 | 72 310 | 67 734 CHF | 67 148 CHF | 95,53% | 95,53% |