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 | 1,19% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 811 CHF | 63 561 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 54 922 CHF | 55 671 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 572 CHF | 60 322 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 317 CHF | 61 067 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 118 | 75 000 | 57 436 CHF | 58 103 CHF | 99,52% | 99,52% |
13/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 74 146 | 53 679 CHF | 50 499 CHF | 99,32% | 99,32% |
12/11/2024 | 1,36% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 75 651 | 75 000 | 55 123 CHF | 55 418 CHF | 100,00% | 100,00% |
11/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 618 CHF | 57 368 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 210 | 75 000 | 54 732 CHF | 55 332 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 74 981 | 72 406 | 56 913 CHF | 55 802 CHF | 99,12% | 99,12% |