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 | 1,30% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 328 CHF | 58 078 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 010 | 75 000 | 56 838 CHF | 57 581 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 869 CHF | 57 619 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 48 543 CHF | 49 224 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 849 CHF | 61 599 CHF | 99,44% | 99,44% |
13/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 77 762 | 74 376 | 55 538 CHF | 53 896 CHF | 98,88% | 98,88% |
12/11/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 75 145 | 75 000 | 55 850 CHF | 56 497 CHF | 100,00% | 100,00% |
11/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 266 CHF | 61 016 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 675 CHF | 62 425 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 741 | 72 406 | 65 978 CHF | 64 810 CHF | 99,06% | 99,06% |