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 | 0,72% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 452 CHF | 104 202 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 020 CHF | 102 770 CHF | 99,90% | 99,90% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 007 CHF | 105 757 CHF | 99,92% | 99,92% |
15/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 713 CHF | 109 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 513 CHF | 112 263 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 965 CHF | 109 715 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 873 CHF | 115 623 CHF | 99,71% | 99,71% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 036 CHF | 116 786 CHF | 99,84% | 99,84% |
08/11/2024 | 0,63% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 883 CHF | 118 633 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 682 CHF | 116 432 CHF | 83,09% | 83,09% |