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 | 0,60% | 1,69 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 619 CHF | 126 369 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 322 CHF | 124 072 CHF | 99,91% | 99,91% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 017 CHF | 116 767 CHF | 99,90% | 99,90% |
15/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 001 CHF | 112 751 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 274 CHF | 114 024 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 777 CHF | 115 527 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 363 CHF | 114 113 CHF | 99,71% | 99,71% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 467 CHF | 111 217 CHF | 99,89% | 99,89% |
08/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 434 CHF | 116 184 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 411 CHF | 115 161 CHF | 99,91% | 99,91% |