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 | 1,32% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 52 698 CHF | 53 398 CHF | 99,48% | 99,48% |
19/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 70 659 | 70 659 | 51 789 CHF | 52 496 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 561 CHF | 54 261 CHF | 99,89% | 99,89% |
15/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 52 743 CHF | 53 443 CHF | 100,00% | 100,00% |
14/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 51 459 CHF | 52 192 CHF | 98,67% | 98,67% |
13/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 51 213 CHF | 51 941 CHF | 100,00% | 100,00% |
12/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 029 CHF | 53 729 CHF | 99,88% | 99,88% |
11/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 904 CHF | 55 604 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 141 CHF | 53 841 CHF | 99,04% | 99,04% |
07/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 141 CHF | 56 841 CHF | 100,00% | 100,00% |