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 | 1,08% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 196 CHF | 69 946 CHF | 94,79% | 94,79% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 198 CHF | 67 948 CHF | 100,00% | 100,00% |
18/11/2024 | 1,67% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 48 134 CHF | 48 867 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 654 CHF | 71 404 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 545 CHF | 69 295 CHF | 83,69% | 83,69% |
13/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 74 651 | 74 112 | 67 187 CHF | 67 447 CHF | 94,16% | 94,16% |
12/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 960 CHF | 67 710 CHF | 84,38% | 84,38% |
11/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 875 CHF | 74 625 CHF | 94,79% | 94,79% |
08/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 924 CHF | 70 674 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 74 175 | 72 251 | 68 616 CHF | 67 630 CHF | 93,52% | 93,52% |