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 | 1,61% | 0,60 CHF | 0,61 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 43 020 CHF | 43 720 CHF | 99,49% | 99,49% |
19/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 42 105 CHF | 42 811 CHF | 100,00% | 100,00% |
18/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 44 002 CHF | 44 702 CHF | 99,90% | 99,90% |
15/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 43 151 CHF | 43 851 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 70 000 | 70 000 | 73 269 | 73 269 | 41 425 CHF | 42 157 CHF | 98,55% | 98,55% |
13/11/2024 | 1,76% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 41 130 CHF | 41 858 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 0,59 CHF | 0,60 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 43 330 CHF | 44 030 CHF | 99,88% | 99,88% |
11/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 45 315 CHF | 46 015 CHF | 100,00% | 100,00% |
08/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 43 416 CHF | 44 116 CHF | 99,04% | 99,04% |
07/11/2024 | 1,49% | 0,63 CHF | 0,64 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 46 509 CHF | 47 209 CHF | 100,00% | 100,00% |