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 | 1,22% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 021 CHF | 61 771 CHF | 100,00% | 100,00% |
19/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 539 CHF | 64 289 CHF | 99,67% | 99,67% |
18/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 686 CHF | 61 436 CHF | 99,90% | 99,90% |
15/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 554 CHF | 61 304 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 565 CHF | 64 315 CHF | 99,99% | 99,99% |
13/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 607 CHF | 66 357 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 781 CHF | 60 531 CHF | 99,71% | 99,71% |
11/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 689 CHF | 60 439 CHF | 99,89% | 99,89% |
08/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 538 CHF | 62 288 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 373 CHF | 61 123 CHF | 99,90% | 99,90% |