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 | 1,30% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 277 | 75 000 | 57 522 CHF | 58 076 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 969 | 75 000 | 56 065 CHF | 56 131 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 773 CHF | 58 523 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 593 CHF | 62 343 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 635 CHF | 60 385 CHF | 99,22% | 99,22% |
13/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 151 | 74 449 | 55 750 CHF | 55 986 CHF | 99,36% | 99,36% |
12/11/2024 | 1,20% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 364 CHF | 63 114 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 60 549 CHF | 61 295 CHF | 100,00% | 100,00% |
08/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 658 CHF | 58 408 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 74 740 | 73 698 | 59 367 CHF | 59 347 CHF | 98,73% | 98,73% |