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 | 1,22% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 990 CHF | 61 740 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 566 CHF | 61 316 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 596 CHF | 61 346 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 51 556 CHF | 52 238 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 554 CHF | 65 304 CHF | 99,44% | 99,44% |
13/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 911 | 74 376 | 57 195 CHF | 57 532 CHF | 98,88% | 98,88% |
12/11/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 442 CHF | 60 192 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 982 CHF | 64 732 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 368 CHF | 66 118 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 69 228 CHF | 68 394 CHF | 99,06% | 99,06% |