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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 767 CHF | 68 517 CHF | 100,00% | 100,00% |
22/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 980 CHF | 65 730 CHF | 99,99% | 99,99% |
20/11/2024 | 1,26% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 991 CHF | 59 741 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 499 CHF | 59 249 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 601 CHF | 59 351 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 49 901 CHF | 50 595 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 566 CHF | 63 316 CHF | 99,44% | 99,44% |
13/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 259 | 74 376 | 55 412 CHF | 55 518 CHF | 98,88% | 98,88% |
12/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 353 CHF | 58 103 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 012 CHF | 62 762 CHF | 100,00% | 100,00% |