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 | 0,69% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 942 CHF | 109 692 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 721 CHF | 103 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 164 CHF | 110 914 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 233 CHF | 114 983 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 282 CHF | 113 032 CHF | 99,27% | 99,27% |
13/11/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 74 315 | 74 132 | 103 164 CHF | 103 662 CHF | 99,40% | 99,40% |
12/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 537 CHF | 119 287 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 388 CHF | 122 138 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 133 CHF | 115 883 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 73 185 | 72 407 | 115 343 CHF | 114 888 CHF | 99,23% | 99,23% |