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 | 0,65% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 854 CHF | 115 604 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 721 CHF | 109 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 061 CHF | 116 811 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 233 CHF | 120 983 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 244 CHF | 118 994 CHF | 99,27% | 99,27% |
13/11/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 74 315 | 74 132 | 109 021 CHF | 109 505 CHF | 99,40% | 99,40% |
12/11/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 537 CHF | 125 287 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 340 CHF | 128 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 133 CHF | 121 883 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 73 185 | 72 407 | 121 132 CHF | 120 619 CHF | 99,23% | 99,23% |