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 | 1,23% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 538 CHF | 61 288 CHF | 99,49% | 99,49% |
19/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 733 CHF | 61 483 CHF | 97,49% | 97,49% |
18/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 653 CHF | 62 403 CHF | 99,26% | 99,26% |
15/11/2024 | 1,11% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 937 | 74 937 | 67 377 CHF | 68 127 CHF | 98,58% | 98,58% |
14/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 483 CHF | 52 983 CHF | 99,20% | 99,20% |
13/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 44 403 | 44 403 | 47 137 CHF | 47 581 CHF | 97,93% | 97,93% |
12/11/2024 | 0,87% | 1,08 CHF | 1,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 562 CHF | 28 812 CHF | 99,03% | 99,03% |
11/11/2024 | 0,79% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 526 CHF | 31 776 CHF | 98,11% | 98,11% |
08/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 608 CHF | 31 858 CHF | 98,90% | 98,90% |
07/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 334 CHF | 31 584 CHF | 98,70% | 98,70% |