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 | 1,15% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 021 CHF | 65 771 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 522 CHF | 65 272 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 630 CHF | 65 380 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 54 841 CHF | 55 536 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 594 CHF | 69 344 CHF | 99,44% | 99,44% |
13/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 911 | 74 376 | 61 209 CHF | 61 519 CHF | 98,88% | 98,88% |
12/11/2024 | 1,18% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 378 CHF | 64 128 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 055 CHF | 68 805 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 381 CHF | 70 131 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 73 230 CHF | 72 298 CHF | 99,06% | 99,06% |