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 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 814 CHF | 55 564 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 412 CHF | 56 162 CHF | 99,85% | 99,85% |
18/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 953 CHF | 53 703 CHF | 99,90% | 99,90% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 461 | 75 461 | 51 875 CHF | 52 630 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 93 934 | 93 934 | 62 062 CHF | 63 001 CHF | 100,00% | 100,00% |
13/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 77 276 | 77 276 | 52 434 CHF | 53 207 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 484 | 99 484 | 63 928 CHF | 64 923 CHF | 99,70% | 99,70% |
11/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 564 CHF | 60 564 CHF | 99,85% | 99,85% |
08/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 826 CHF | 60 826 CHF | 100,00% | 100,00% |
07/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 525 CHF | 55 525 CHF | 99,86% | 99,86% |