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 | 1,35% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 227 | 75 000 | 55 394 CHF | 55 983 CHF | 100,00% | 100,00% |
19/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 092 CHF | 58 842 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 732 CHF | 58 482 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 898 CHF | 58 648 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 933 CHF | 60 683 CHF | 99,52% | 99,52% |
13/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 868 | 74 138 | 61 339 CHF | 61 479 CHF | 98,35% | 98,35% |
12/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 179 CHF | 56 929 CHF | 99,90% | 99,90% |
11/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 139 CHF | 52 443 CHF | 100,00% | 100,00% |
08/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 56 173 CHF | 53 412 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 79 761 | 72 408 | 53 272 CHF | 48 994 CHF | 99,13% | 99,13% |