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 | 0,66% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 482 CHF | 113 232 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 196 CHF | 115 946 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 897 CHF | 115 647 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 584 CHF | 113 334 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 713 CHF | 110 463 CHF | 99,27% | 99,27% |
13/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 74 437 | 74 437 | 107 334 CHF | 108 084 CHF | 99,40% | 99,40% |
12/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 970 CHF | 107 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 523 CHF | 104 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 977 CHF | 104 727 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 98 921 CHF | 99 676 CHF | 99,23% | 99,23% |