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% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 602 CHF | 57 352 CHF | 99,36% | 99,36% |
19/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 89 788 | 89 788 | 59 122 CHF | 60 020 CHF | 99,22% | 99,22% |
18/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 859 CHF | 53 609 CHF | 99,28% | 99,28% |
15/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 327 CHF | 54 077 CHF | 99,37% | 99,37% |
14/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 938 CHF | 55 688 CHF | 99,39% | 99,39% |
13/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 067 CHF | 55 817 CHF | 99,36% | 99,36% |
12/11/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 404 CHF | 58 154 CHF | 99,05% | 99,05% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 186 | 75 186 | 61 735 CHF | 62 487 CHF | 99,30% | 99,30% |
08/11/2024 | 1,65% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 374 CHF | 61 374 CHF | 99,38% | 99,38% |
07/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 301 | 99 301 | 58 257 CHF | 59 250 CHF | 99,27% | 99,27% |