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 | 0,71% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 040 CHF | 105 790 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 795 CHF | 99 545 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 245 CHF | 106 995 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 429 CHF | 111 179 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 374 CHF | 109 124 CHF | 99,27% | 99,27% |
13/11/2024 | 0,76% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 74 315 | 74 132 | 99 276 CHF | 99 785 CHF | 99,40% | 99,40% |
12/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 629 CHF | 115 379 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 475 CHF | 118 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 281 CHF | 112 031 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 73 185 | 72 407 | 111 519 CHF | 111 108 CHF | 99,23% | 99,23% |