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 | 1,18% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 019 CHF | 63 769 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 548 CHF | 63 298 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 595 CHF | 63 345 CHF | 100,00% | 100,00% |
15/11/2024 | 1,34% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 53 170 CHF | 53 850 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 532 CHF | 67 282 CHF | 99,44% | 99,44% |
13/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 911 | 74 376 | 59 182 CHF | 59 504 CHF | 98,88% | 98,88% |
12/11/2024 | 1,21% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 407 CHF | 62 157 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 998 CHF | 66 748 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 383 CHF | 68 133 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 71 208 CHF | 70 322 CHF | 99,06% | 99,06% |