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 | 2,32% | 0,83 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 137 CHF | 64 615 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 889 CHF | 63 370 CHF | 100,00% | 100,00% |
18/11/2024 | 2,88% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 73 503 | 63 918 | 61 363 CHF | 54 831 CHF | 99,51% | 99,51% |
15/11/2024 | 2,30% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 027 CHF | 66 541 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,92 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 772 CHF | 68 272 CHF | 99,44% | 99,44% |
13/11/2024 | 2,30% | 0,88 CHF | 0,90 CHF | 75 000 | 75 000 | 74 727 | 74 358 | 65 021 CHF | 66 200 CHF | 96,60% | 96,60% |
12/11/2024 | 2,16% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 021 CHF | 70 530 CHF | 100,00% | 100,00% |
11/11/2024 | 2,07% | 0,95 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 899 CHF | 73 405 CHF | 100,00% | 100,00% |
08/11/2024 | 2,11% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 178 CHF | 72 699 CHF | 100,00% | 100,00% |
07/11/2024 | 2,21% | 0,94 CHF | 0,96 CHF | 75 000 | 75 000 | 74 221 | 72 402 | 71 620 CHF | 71 375 CHF | 99,06% | 99,06% |