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 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 330 CHF | 68 080 CHF | 99,97% | 99,97% |
19/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 425 CHF | 70 175 CHF | 99,81% | 99,81% |
18/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 099 CHF | 69 849 CHF | 99,91% | 99,91% |
15/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 301 CHF | 68 051 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 079 CHF | 65 829 CHF | 99,64% | 99,64% |
13/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 922 CHF | 64 672 CHF | 99,94% | 99,94% |
12/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 088 CHF | 63 838 CHF | 99,81% | 99,81% |
11/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 351 CHF | 61 101 CHF | 99,79% | 99,79% |
08/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 665 CHF | 61 415 CHF | 99,83% | 99,83% |
07/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 205 CHF | 58 955 CHF | 99,91% | 99,91% |