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 | 1,31% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 808 CHF | 57 558 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 831 CHF | 60 581 CHF | 99,91% | 99,91% |
18/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 505 CHF | 56 255 CHF | 99,82% | 99,82% |
15/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 456 CHF | 55 206 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 878 CHF | 58 628 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 836 CHF | 62 586 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 536 CHF | 62 286 CHF | 99,66% | 99,66% |
11/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 133 CHF | 54 883 CHF | 99,85% | 99,85% |
08/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 77 503 | 77 503 | 54 698 CHF | 55 473 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 706 | 99 706 | 58 023 CHF | 59 020 CHF | 99,89% | 99,89% |