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 | 0,63% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 516 CHF | 120 266 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 358 CHF | 114 108 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 730 CHF | 121 480 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 887 CHF | 125 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 911 CHF | 123 661 CHF | 99,27% | 99,27% |
13/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 74 315 | 74 132 | 113 632 CHF | 114 104 CHF | 99,40% | 99,40% |
12/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 129 170 CHF | 129 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 040 CHF | 132 790 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 838 CHF | 126 588 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 72 834 | 72 407 | 125 119 CHF | 125 145 CHF | 99,23% | 99,23% |