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 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 464 CHF | 69 214 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 60 340 CHF | 61 086 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 163 CHF | 65 913 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 899 CHF | 66 649 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 958 CHF | 63 708 CHF | 99,52% | 99,52% |
13/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 889 | 74 146 | 55 731 CHF | 55 921 CHF | 99,32% | 99,32% |
12/11/2024 | 1,24% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 349 CHF | 61 099 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 342 CHF | 63 092 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 204 CHF | 60 954 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 74 741 | 72 406 | 62 309 CHF | 61 208 CHF | 99,12% | 99,12% |