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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 625 CHF | 62 375 CHF | 100,00% | 100,00% |
20/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 714 CHF | 64 464 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 55 711 CHF | 56 458 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 507 CHF | 61 257 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 159 CHF | 61 909 CHF | 100,00% | 100,00% |
14/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 029 | 75 000 | 58 185 CHF | 58 914 CHF | 99,52% | 99,52% |
13/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 74 146 | 54 608 CHF | 51 357 CHF | 99,32% | 99,32% |
12/11/2024 | 1,34% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 75 543 | 75 000 | 56 086 CHF | 56 452 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 576 CHF | 58 326 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 441 CHF | 56 191 CHF | 100,00% | 100,00% |