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 | 1,73% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 68 960 CHF | 70 160 CHF | 99,47% | 99,47% |
19/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 72 831 CHF | 74 031 CHF | 100,00% | 100,00% |
18/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 70 750 CHF | 71 950 CHF | 99,89% | 99,89% |
15/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 71 996 CHF | 73 196 CHF | 100,00% | 100,00% |
14/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 73 589 CHF | 74 789 CHF | 98,65% | 98,65% |
13/11/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 73 087 CHF | 74 287 CHF | 100,00% | 100,00% |
12/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 68 194 CHF | 69 394 CHF | 99,88% | 99,88% |
11/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 66 242 CHF | 67 442 CHF | 100,00% | 100,00% |
08/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 67 115 CHF | 68 315 CHF | 99,04% | 99,04% |
07/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 64 802 CHF | 66 002 CHF | 99,04% | 99,04% |