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 | 1,28% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 519 CHF | 55 219 CHF | 99,47% | 99,47% |
19/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 56 310 CHF | 57 016 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 939 CHF | 54 639 CHF | 99,89% | 99,89% |
15/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 094 CHF | 55 794 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 61 187 CHF | 61 919 CHF | 98,63% | 98,63% |
13/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 60 931 CHF | 61 660 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 753 CHF | 55 453 CHF | 99,88% | 99,88% |
11/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 53 242 CHF | 53 942 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 249 CHF | 55 949 CHF | 99,04% | 99,04% |
07/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 52 740 CHF | 53 440 CHF | 100,00% | 100,00% |