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 | 1,21% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 771 CHF | 62 521 CHF | 94,79% | 94,79% |
19/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 161 CHF | 60 911 CHF | 100,00% | 100,00% |
18/11/2024 | 1,91% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 43 148 CHF | 43 898 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 470 CHF | 64 220 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 427 CHF | 62 177 CHF | 83,69% | 83,69% |
13/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 884 | 74 112 | 60 102 CHF | 60 227 CHF | 94,16% | 94,16% |
12/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 926 CHF | 60 676 CHF | 84,38% | 84,38% |
11/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 634 CHF | 67 384 CHF | 94,79% | 94,79% |
08/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 779 CHF | 63 529 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 725 | 72 251 | 61 962 CHF | 60 701 CHF | 93,52% | 93,52% |