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 | 1,13% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 881 CHF | 66 631 CHF | 94,79% | 94,79% |
19/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 957 CHF | 64 707 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 45 964 CHF | 46 635 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 654 CHF | 68 404 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 545 CHF | 66 295 CHF | 83,69% | 83,69% |
13/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 651 | 74 112 | 63 868 CHF | 64 156 CHF | 94,16% | 94,16% |
12/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 906 CHF | 64 656 CHF | 84,37% | 84,37% |
11/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 672 CHF | 71 422 CHF | 94,79% | 94,79% |
08/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 924 CHF | 67 674 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 175 | 72 251 | 65 649 CHF | 64 737 CHF | 93,52% | 93,52% |