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 | 1,11% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 347 CHF | 68 097 CHF | 99,39% | 99,39% |
19/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 892 CHF | 65 642 CHF | 99,26% | 99,26% |
18/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 841 CHF | 69 591 CHF | 99,28% | 99,28% |
15/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 632 CHF | 69 382 CHF | 99,38% | 99,38% |
14/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 769 CHF | 66 519 CHF | 99,39% | 99,39% |
13/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 436 CHF | 68 186 CHF | 99,39% | 99,39% |
12/11/2024 | 1,11% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 334 CHF | 68 084 CHF | 99,08% | 99,08% |
11/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 62 273 | 62 273 | 61 850 CHF | 62 473 CHF | 99,21% | 99,21% |
08/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 952 | 74 952 | 71 256 CHF | 72 005 CHF | 99,39% | 99,39% |
07/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 61 911 | 61 911 | 61 789 CHF | 62 408 CHF | 99,22% | 99,22% |