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 | 1,34% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 737 CHF | 56 487 CHF | 99,00% | 99,00% |
19/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 035 CHF | 56 785 CHF | 99,13% | 99,13% |
18/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 881 CHF | 57 631 CHF | 97,58% | 97,58% |
15/11/2024 | 1,19% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 736 CHF | 63 486 CHF | 98,48% | 98,48% |
14/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 57 568 | 57 568 | 57 036 CHF | 57 612 CHF | 99,40% | 99,40% |
13/11/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 49 719 | 49 719 | 49 781 CHF | 50 278 CHF | 98,82% | 98,82% |
12/11/2024 | 0,91% | 1,02 CHF | 1,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 303 CHF | 27 553 CHF | 93,73% | 93,73% |
11/11/2024 | 0,82% | 1,11 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 281 CHF | 30 531 CHF | 98,11% | 98,11% |
08/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 424 CHF | 30 674 CHF | 98,83% | 98,83% |
07/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 183 CHF | 30 433 CHF | 99,20% | 99,20% |