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 | 0,68% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 860 CHF | 110 610 CHF | 98,84% | 98,84% |
19/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 709 CHF | 102 459 CHF | 96,36% | 96,36% |
18/11/2024 | 0,60% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 732 CHF | 126 482 CHF | 94,31% | 94,31% |
15/11/2024 | 0,74% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 504 CHF | 102 254 CHF | 95,79% | 95,79% |
14/11/2024 | 0,74% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 244 CHF | 101 994 CHF | 98,63% | 98,63% |
13/11/2024 | 0,77% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 67 071 | 67 071 | 88 075 CHF | 88 746 CHF | 98,80% | 98,80% |
12/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 46 217 CHF | 46 597 CHF | 95,60% | 95,60% |
11/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 47 283 CHF | 47 663 CHF | 98,05% | 98,05% |
08/11/2024 | 1,06% | 1,05 CHF | 1,06 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 35 844 CHF | 36 224 CHF | 99,44% | 99,44% |
07/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 266 CHF | 34 646 CHF | 98,89% | 98,89% |