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 | 1,46% | 0,64 CHF | 0,65 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 61 059 CHF | 61 959 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 60 643 CHF | 61 543 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 60 679 CHF | 61 579 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 63 759 CHF | 64 659 CHF | 100,00% | 100,00% |
14/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 90 000 | 90 000 | 90 793 | 90 793 | 65 882 CHF | 66 790 CHF | 99,36% | 99,36% |
13/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 130 CHF | 64 130 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 59 427 CHF | 60 327 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 64 827 CHF | 65 727 CHF | 99,93% | 99,93% |
08/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 66 480 CHF | 67 380 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 71 800 CHF | 72 700 CHF | 100,00% | 100,00% |