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 | 1,50% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 49 934 CHF | 50 684 CHF | 100,00% | 100,00% |
19/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 309 CHF | 48 059 CHF | 99,92% | 99,92% |
18/11/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 811 CHF | 53 561 CHF | 99,92% | 99,92% |
15/11/2024 | 1,25% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 012 CHF | 60 762 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 769 CHF | 66 519 CHF | 100,00% | 100,00% |
13/11/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 658 CHF | 61 408 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 659 CHF | 73 409 CHF | 99,71% | 99,71% |
11/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 776 CHF | 75 526 CHF | 99,84% | 99,84% |
08/11/2024 | 0,96% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 336 CHF | 79 086 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 666 CHF | 74 416 CHF | 85,27% | 85,27% |