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 | 1,14% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 302 CHF | 66 052 CHF | 99,43% | 99,43% |
19/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 683 CHF | 71 433 CHF | 98,64% | 98,64% |
18/11/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 495 CHF | 67 245 CHF | 99,35% | 99,35% |
15/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 718 CHF | 68 468 CHF | 99,44% | 99,44% |
14/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 248 CHF | 69 998 CHF | 99,42% | 99,42% |
13/11/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 67 102 | 67 102 | 55 438 CHF | 56 109 CHF | 99,14% | 99,14% |
12/11/2024 | 1,07% | 0,86 CHF | 0,87 CHF | 38 000 | 38 000 | 37 740 | 37 740 | 35 136 CHF | 35 513 CHF | 98,29% | 98,29% |
11/11/2024 | 1,18% | 0,97 CHF | 0,98 CHF | 25 000 | 25 000 | 36 767 | 36 767 | 30 986 CHF | 31 354 CHF | 98,36% | 98,36% |
08/11/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 357 CHF | 28 737 CHF | 99,44% | 99,44% |
07/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 831 CHF | 29 211 CHF | 99,25% | 99,25% |