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 | 1,35% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 327 CHF | 56 077 CHF | 99,49% | 99,49% |
19/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 980 CHF | 57 730 CHF | 99,11% | 99,11% |
18/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 768 CHF | 52 518 CHF | 98,47% | 98,47% |
15/11/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 664 CHF | 57 414 CHF | 99,41% | 99,41% |
14/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 719 CHF | 58 469 CHF | 98,80% | 98,80% |
13/11/2024 | 1,22% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 67 007 | 67 007 | 54 808 CHF | 55 478 CHF | 98,77% | 98,77% |
12/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 30 816 CHF | 31 196 CHF | 99,13% | 99,13% |
11/11/2024 | 1,08% | 0,86 CHF | 0,87 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 35 186 CHF | 35 566 CHF | 99,36% | 99,36% |
08/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 39 769 CHF | 40 149 CHF | 99,43% | 99,43% |
07/11/2024 | 1,09% | 1,00 CHF | 1,01 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 765 CHF | 35 145 CHF | 99,23% | 99,23% |