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 | 1,45% | 0,70 CHF | 0,71 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 48 014 CHF | 48 714 CHF | 99,48% | 99,48% |
19/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 49 781 CHF | 50 488 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 47 376 CHF | 48 076 CHF | 99,89% | 99,89% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 48 555 CHF | 49 255 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 54 354 CHF | 55 086 CHF | 98,58% | 98,58% |
13/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 54 050 CHF | 54 778 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 48 339 CHF | 49 039 CHF | 99,88% | 99,88% |
11/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 46 676 CHF | 47 376 CHF | 100,00% | 100,00% |
08/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 48 733 CHF | 49 433 CHF | 99,04% | 99,04% |
07/11/2024 | 1,51% | 0,69 CHF | 0,70 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 46 166 CHF | 46 866 CHF | 100,00% | 100,00% |