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 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 090 CHF | 134 840 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 864 CHF | 128 614 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 137 CHF | 135 887 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 315 CHF | 140 065 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 353 CHF | 138 103 CHF | 99,27% | 99,27% |
13/11/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 127 731 CHF | 128 373 CHF | 99,40% | 99,40% |
12/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 663 CHF | 144 413 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 475 CHF | 147 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 312 CHF | 141 062 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 138 874 CHF | 139 128 CHF | 99,23% | 99,23% |