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 | 1,19% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 582 CHF | 59 282 CHF | 99,44% | 99,44% |
19/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 57 666 CHF | 58 373 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 59 471 CHF | 60 171 CHF | 99,88% | 99,88% |
15/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 652 CHF | 59 352 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 57 625 CHF | 58 357 CHF | 98,56% | 98,56% |
13/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 57 268 CHF | 57 997 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 799 CHF | 59 499 CHF | 99,88% | 99,88% |
11/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 763 CHF | 61 463 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 930 CHF | 59 630 CHF | 99,05% | 99,05% |
07/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 61 946 CHF | 62 646 CHF | 100,00% | 100,00% |