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 | 1,11% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 177 CHF | 67 927 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 167 CHF | 69 940 CHF | 99,40% | 99,40% |
18/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 194 CHF | 68 994 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 984 CHF | 64 795 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 057 CHF | 64 846 CHF | 99,52% | 99,52% |
13/11/2024 | 1,36% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 74 888 | 74 442 | 59 844 CHF | 60 304 CHF | 99,32% | 99,32% |
12/11/2024 | 1,54% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 864 CHF | 57 746 CHF | 100,00% | 100,00% |
11/11/2024 | 1,57% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 184 | 75 000 | 55 281 CHF | 53 904 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 79 885 | 75 000 | 54 702 CHF | 52 177 CHF | 100,00% | 100,00% |
07/11/2024 | 2,10% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 89 990 | 72 407 | 52 864 CHF | 43 777 CHF | 99,13% | 99,13% |