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 | 1,21% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 858 CHF | 62 608 CHF | 99,38% | 99,38% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 834 CHF | 62 584 CHF | 99,27% | 99,27% |
18/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 081 CHF | 57 831 CHF | 99,22% | 99,22% |
15/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 789 CHF | 56 539 CHF | 99,39% | 99,39% |
14/11/2024 | 1,22% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 900 CHF | 61 650 CHF | 89,53% | 89,53% |
13/11/2024 | 1,20% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 094 CHF | 62 844 CHF | 76,85% | 76,85% |
12/11/2024 | 1,35% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 337 CHF | 56 087 CHF | 81,99% | 81,99% |
11/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 039 CHF | 55 789 CHF | 84,08% | 84,08% |
08/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 766 | 75 766 | 57 165 CHF | 57 922 CHF | 99,39% | 99,39% |
07/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 151 | 99 151 | 63 298 CHF | 64 289 CHF | 99,25% | 99,25% |