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 | 1,39% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 49 843 CHF | 50 543 CHF | 99,44% | 99,44% |
19/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 51 615 CHF | 52 321 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 49 249 CHF | 49 949 CHF | 99,88% | 99,88% |
15/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 50 358 CHF | 51 058 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 73 267 | 73 267 | 56 251 CHF | 56 984 CHF | 98,60% | 98,60% |
13/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 56 004 CHF | 56 732 CHF | 100,00% | 100,00% |
12/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 50 160 CHF | 50 860 CHF | 99,90% | 99,90% |
11/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 48 483 CHF | 49 183 CHF | 100,00% | 100,00% |
08/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 50 534 CHF | 51 234 CHF | 99,05% | 99,05% |
07/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 47 976 CHF | 48 676 CHF | 100,00% | 100,00% |