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 | 1,32% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 425 CHF | 57 175 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 121 CHF | 55 871 CHF | 99,90% | 99,90% |
18/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 922 CHF | 58 672 CHF | 99,91% | 99,91% |
15/11/2024 | 1,21% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 576 CHF | 62 326 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 395 CHF | 65 145 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 867 CHF | 62 617 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 829 CHF | 68 579 CHF | 99,71% | 99,71% |
11/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 963 CHF | 69 713 CHF | 99,84% | 99,84% |
08/11/2024 | 1,06% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 742 CHF | 71 492 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 325 CHF | 69 075 CHF | 83,09% | 83,09% |