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 | 1,21% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 401 CHF | 62 151 CHF | 99,44% | 99,44% |
19/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 005 CHF | 61 755 CHF | 99,30% | 99,30% |
18/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 801 CHF | 60 551 CHF | 99,11% | 99,11% |
15/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 220 CHF | 58 970 CHF | 99,42% | 99,42% |
14/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 411 CHF | 61 161 CHF | 99,49% | 99,49% |
13/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 67 036 | 67 036 | 53 032 CHF | 53 703 CHF | 99,35% | 99,35% |
12/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 30 297 CHF | 30 677 CHF | 98,50% | 98,50% |
11/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 29 864 CHF | 30 244 CHF | 98,13% | 98,13% |
08/11/2024 | 1,35% | 0,78 CHF | 0,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 046 CHF | 28 426 CHF | 99,42% | 99,42% |
07/11/2024 | 1,32% | 0,71 CHF | 0,72 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 572 CHF | 28 952 CHF | 99,00% | 99,00% |