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 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 608 CHF | 57 308 CHF | 99,44% | 99,44% |
19/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 58 427 CHF | 59 134 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 030 CHF | 56 730 CHF | 99,88% | 99,88% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 57 196 CHF | 57 896 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 63 396 CHF | 64 129 CHF | 98,60% | 98,60% |
13/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 63 132 CHF | 63 860 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 56 851 CHF | 57 551 CHF | 99,90% | 99,90% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 55 334 CHF | 56 034 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 57 356 CHF | 58 056 CHF | 99,05% | 99,05% |
07/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 843 CHF | 55 543 CHF | 100,00% | 100,00% |