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 | 1,43% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 83 226 CHF | 84 426 CHF | 99,48% | 99,48% |
19/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 79 097 CHF | 80 297 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 81 843 CHF | 83 043 CHF | 99,89% | 99,89% |
15/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 80 985 CHF | 82 185 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 79 115 CHF | 80 315 CHF | 98,66% | 98,66% |
13/11/2024 | 1,49% | 0,63 CHF | 0,64 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 79 922 CHF | 81 122 CHF | 100,00% | 100,00% |
12/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 84 979 CHF | 86 179 CHF | 99,88% | 99,88% |
11/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 87 088 CHF | 88 288 CHF | 100,00% | 100,00% |
08/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 86 767 CHF | 87 967 CHF | 99,04% | 99,04% |
07/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 89 698 CHF | 90 898 CHF | 99,04% | 99,04% |