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 | 1,26% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 263 CHF | 60 013 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 988 CHF | 58 738 CHF | 99,92% | 99,92% |
18/11/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 262 | 71 308 | 59 213 CHF | 57 597 CHF | 91,45% | 91,45% |
15/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 206 CHF | 64 015 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 603 CHF | 62 353 CHF | 96,08% | 96,08% |
13/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 74 870 | 74 351 | 58 022 CHF | 58 359 CHF | 84,33% | 84,33% |
12/11/2024 | 1,50% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 064 CHF | 65 032 CHF | 88,09% | 88,09% |
11/11/2024 | 1,61% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 72 496 | 72 496 | 61 408 CHF | 62 372 CHF | 74,49% | 74,49% |
08/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 232 CHF | 59 982 CHF | 99,37% | 99,37% |
07/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 740 | 73 698 | 60 944 CHF | 60 883 CHF | 98,73% | 98,73% |