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 | 1,05% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 220 CHF | 71 970 CHF | 99,38% | 99,38% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 608 CHF | 68 358 CHF | 99,24% | 99,24% |
18/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 484 CHF | 67 234 CHF | 99,25% | 99,25% |
15/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 813 CHF | 68 563 CHF | 99,39% | 99,39% |
14/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 218 | 74 218 | 69 808 CHF | 70 550 CHF | 99,34% | 99,34% |
13/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 201 CHF | 55 951 CHF | 99,37% | 99,37% |
12/11/2024 | 1,19% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 829 CHF | 63 579 CHF | 99,07% | 99,07% |
11/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 132 CHF | 68 882 CHF | 99,26% | 99,26% |
08/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 181 CHF | 64 931 CHF | 99,39% | 99,39% |
07/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 368 CHF | 61 118 CHF | 99,30% | 99,30% |