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 | 0,73% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 670 CHF | 103 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 212 CHF | 90 962 CHF | 99,91% | 99,91% |
18/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 698 CHF | 109 448 CHF | 99,91% | 99,91% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 982 CHF | 114 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 866 CHF | 100 616 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 326 CHF | 85 076 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 095 CHF | 85 845 CHF | 99,71% | 99,71% |
11/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 704 CHF | 116 454 CHF | 99,91% | 99,91% |
08/11/2024 | 0,62% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 985 CHF | 121 735 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 160 555 CHF | 161 305 CHF | 99,91% | 99,91% |