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 | 0,67% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 784 CHF | 112 534 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 370 CHF | 111 120 CHF | 99,90% | 99,90% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 370 CHF | 114 120 CHF | 99,92% | 99,92% |
15/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 112 CHF | 117 862 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 848 CHF | 120 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 315 CHF | 118 065 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 210 CHF | 123 960 CHF | 99,69% | 99,69% |
11/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 423 CHF | 125 173 CHF | 99,84% | 99,84% |
08/11/2024 | 0,59% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 275 CHF | 127 025 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 74 998 | 75 000 | 124 077 CHF | 124 831 CHF | 83,09% | 83,09% |