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 | 1,28% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 564 CHF | 78 564 CHF | 100,00% | 100,00% |
19/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 420 CHF | 59 170 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 868 CHF | 61 618 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 855 CHF | 63 605 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 142 CHF | 63 892 CHF | 99,22% | 99,22% |
13/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 61 185 CHF | 61 938 CHF | 98,74% | 98,74% |
12/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 337 CHF | 64 087 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 787 CHF | 67 537 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 307 CHF | 67 057 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 69 219 CHF | 69 975 CHF | 98,73% | 98,73% |