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 | 1,16% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 016 CHF | 60 716 CHF | 99,49% | 99,49% |
19/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 659 | 70 659 | 59 117 CHF | 59 824 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 919 CHF | 61 619 CHF | 99,90% | 99,90% |
15/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 087 CHF | 60 787 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 73 269 | 73 269 | 59 123 CHF | 59 855 CHF | 98,50% | 98,50% |
13/11/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 58 761 CHF | 59 490 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 394 CHF | 61 094 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 62 197 CHF | 62 897 CHF | 100,00% | 100,00% |
08/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 60 362 CHF | 61 062 CHF | 99,04% | 99,04% |
07/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 63 523 CHF | 64 223 CHF | 100,00% | 100,00% |