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 | 1,25% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 841 CHF | 60 591 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 111 | 75 000 | 57 519 CHF | 58 191 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 646 CHF | 64 396 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 909 | 74 909 | 65 490 CHF | 66 240 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 584 | 75 000 | 60 744 CHF | 61 086 CHF | 99,27% | 99,27% |
13/11/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 968 | 74 435 | 55 021 CHF | 52 636 CHF | 99,40% | 99,40% |
12/11/2024 | 1,36% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 75 904 | 75 000 | 55 525 CHF | 55 667 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 302 CHF | 67 052 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 64 987 | 64 987 | 58 946 CHF | 59 689 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 73 704 | 72 409 | 90 562 CHF | 89 899 CHF | 99,23% | 99,23% |