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 | 1,29% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 76 892 CHF | 77 892 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 515 CHF | 58 265 CHF | 100,00% | 100,00% |
18/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 027 CHF | 55 777 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 77 307 | 75 000 | 55 303 CHF | 54 420 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 78 454 | 75 000 | 55 884 CHF | 54 203 CHF | 99,22% | 99,22% |
13/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 810 | 74 446 | 55 421 CHF | 55 188 CHF | 98,74% | 98,74% |
12/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 77 806 | 75 000 | 55 234 CHF | 54 025 CHF | 100,00% | 100,00% |
11/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 199 CHF | 50 624 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 604 CHF | 51 004 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 983 | 73 699 | 53 906 CHF | 46 492 CHF | 98,73% | 98,73% |