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 | 1,28% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 045 CHF | 58 795 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 957 CHF | 61 707 CHF | 99,89% | 99,89% |
18/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 937 CHF | 57 687 CHF | 99,82% | 99,82% |
15/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 010 CHF | 56 760 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 330 CHF | 60 080 CHF | 100,00% | 100,00% |
13/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 884 CHF | 63 634 CHF | 100,00% | 100,00% |
12/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 546 CHF | 63 296 CHF | 99,67% | 99,67% |
11/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 456 CHF | 56 206 CHF | 99,90% | 99,90% |
08/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 603 | 75 603 | 54 798 CHF | 55 554 CHF | 100,00% | 100,00% |
07/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 97 378 | 97 378 | 59 229 CHF | 60 203 CHF | 99,84% | 99,84% |