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 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 352 CHF | 61 102 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 177 CHF | 63 927 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 718 CHF | 63 468 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 538 CHF | 61 288 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 597 CHF | 58 347 CHF | 99,27% | 99,27% |
13/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 74 980 | 74 437 | 56 013 CHF | 56 354 CHF | 99,40% | 99,40% |
12/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 824 | 75 000 | 55 479 CHF | 55 651 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 737 CHF | 52 066 CHF | 100,00% | 100,00% |
08/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 223 CHF | 52 521 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 652 | 73 704 | 52 165 CHF | 48 401 CHF | 99,23% | 99,23% |