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 | 1,82% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 213 CHF | 38 913 CHF | 99,48% | 99,48% |
19/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 39 893 CHF | 40 599 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 672 CHF | 38 372 CHF | 99,89% | 99,89% |
15/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 838 CHF | 39 538 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 44 186 CHF | 44 919 CHF | 98,63% | 98,63% |
13/11/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 43 974 CHF | 44 702 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 513 CHF | 39 213 CHF | 99,88% | 99,88% |
11/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 824 CHF | 37 524 CHF | 100,00% | 100,00% |
08/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 869 CHF | 39 569 CHF | 99,04% | 99,04% |
07/11/2024 | 1,91% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 246 CHF | 36 946 CHF | 100,00% | 100,00% |