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 | 1,47% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 526 CHF | 68 526 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 50 899 CHF | 51 649 CHF | 100,00% | 100,00% |
18/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 333 CHF | 54 083 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 080 CHF | 55 830 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 297 CHF | 56 047 CHF | 99,22% | 99,22% |
13/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 53 506 CHF | 54 255 CHF | 98,74% | 98,74% |
12/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 805 CHF | 56 555 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 245 CHF | 59 995 CHF | 100,00% | 100,00% |
08/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 807 CHF | 59 557 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 61 559 CHF | 62 311 CHF | 98,73% | 98,73% |