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% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 042 CHF | 59 792 CHF | 94,79% | 94,79% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 161 CHF | 57 911 CHF | 100,00% | 100,00% |
18/11/2024 | 1,74% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 41 171 CHF | 41 840 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 470 CHF | 61 220 CHF | 100,00% | 100,00% |
14/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 427 CHF | 59 177 CHF | 83,69% | 83,69% |
13/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 74 884 | 74 112 | 57 189 CHF | 57 345 CHF | 94,16% | 94,16% |
12/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 936 CHF | 57 686 CHF | 84,38% | 84,38% |
11/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 634 CHF | 64 384 CHF | 94,79% | 94,79% |
08/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 779 CHF | 60 529 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 74 725 | 72 251 | 58 973 CHF | 57 815 CHF | 93,52% | 93,52% |