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 | 1,25% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 858 CHF | 60 608 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 65 338 CHF | 66 084 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 362 CHF | 64 112 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 683 CHF | 63 433 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 586 CHF | 66 336 CHF | 99,52% | 99,52% |
13/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 72 351 CHF | 72 589 CHF | 99,32% | 99,32% |
12/11/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 378 CHF | 69 128 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 413 CHF | 67 163 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 719 CHF | 69 469 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 65 644 CHF | 64 702 CHF | 99,12% | 99,12% |