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 | 1,10% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 619 CHF | 68 369 CHF | 99,37% | 99,37% |
19/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 439 CHF | 62 189 CHF | 99,23% | 99,23% |
18/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 175 CHF | 64 925 CHF | 99,26% | 99,26% |
15/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 603 CHF | 65 353 CHF | 99,38% | 99,38% |
14/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 839 CHF | 66 589 CHF | 99,35% | 99,35% |
13/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 917 CHF | 66 667 CHF | 99,38% | 99,38% |
12/11/2024 | 1,10% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 850 CHF | 68 600 CHF | 99,07% | 99,07% |
11/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 655 CHF | 72 405 CHF | 99,25% | 99,25% |
08/11/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 272 CHF | 58 022 CHF | 99,38% | 99,38% |
07/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 175 | 75 175 | 56 323 CHF | 57 075 CHF | 99,27% | 99,27% |