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 | 1,31% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 902 CHF | 57 652 CHF | 99,82% | 99,82% |
19/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 180 | 75 180 | 55 104 CHF | 55 856 CHF | 99,87% | 99,87% |
18/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 99 220 | 99 217 | 63 564 CHF | 64 555 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 800 | 99 800 | 63 335 CHF | 64 333 CHF | 100,00% | 100,00% |
14/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 646 CHF | 55 396 CHF | 100,00% | 100,00% |
13/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 555 CHF | 54 305 CHF | 99,32% | 99,32% |
12/11/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 564 CHF | 65 314 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 472 CHF | 72 222 CHF | 99,77% | 99,77% |
08/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 411 CHF | 65 161 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 458 CHF | 67 208 CHF | 99,69% | 99,69% |