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 | 0,62% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 661 CHF | 121 411 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 222 CHF | 119 972 CHF | 99,92% | 99,92% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 248 CHF | 122 998 CHF | 99,91% | 99,91% |
15/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 983 CHF | 126 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 754 CHF | 129 504 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 210 CHF | 126 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 103 CHF | 132 853 CHF | 99,70% | 99,70% |
11/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 296 CHF | 134 046 CHF | 99,84% | 99,84% |
08/11/2024 | 0,55% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 152 CHF | 135 902 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 017 CHF | 133 767 CHF | 83,09% | 83,09% |