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 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 130 CHF | 58 130 CHF | 100,00% | 100,00% |
19/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 068 CHF | 43 818 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 45 494 CHF | 46 244 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 542 CHF | 48 292 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 750 CHF | 48 500 CHF | 99,22% | 99,22% |
13/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 45 967 CHF | 46 712 CHF | 98,74% | 98,74% |
12/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 976 CHF | 48 726 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 390 CHF | 52 140 CHF | 100,00% | 100,00% |
08/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 287 CHF | 52 037 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 54 110 CHF | 54 854 CHF | 98,73% | 98,73% |