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 | 1,77% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 67 161 CHF | 68 361 CHF | 99,44% | 99,44% |
19/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 70 963 CHF | 72 163 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 68 811 CHF | 70 011 CHF | 99,88% | 99,88% |
15/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 70 174 CHF | 71 374 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 71 745 CHF | 72 945 CHF | 98,52% | 98,52% |
13/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 71 278 CHF | 72 478 CHF | 100,00% | 100,00% |
12/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 66 281 CHF | 67 481 CHF | 99,88% | 99,88% |
11/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 64 420 CHF | 65 620 CHF | 100,00% | 100,00% |
08/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 65 242 CHF | 66 442 CHF | 99,05% | 99,05% |
07/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 62 857 CHF | 64 057 CHF | 100,00% | 100,00% |