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 | 0,59% | 1,69 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 790 CHF | 127 540 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 545 CHF | 121 295 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 995 CHF | 128 745 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 179 CHF | 132 929 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 124 CHF | 130 874 CHF | 99,27% | 99,27% |
13/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 75 000 | 75 000 | 74 315 | 74 132 | 120 827 CHF | 121 283 CHF | 99,40% | 99,40% |
12/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 379 CHF | 137 129 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 225 CHF | 139 975 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 031 CHF | 133 781 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,82 CHF | 1,83 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 131 828 CHF | 132 106 CHF | 99,23% | 99,23% |