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 | 0,71% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 118 CHF | 105 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 990 CHF | 108 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 502 CHF | 108 252 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 233 CHF | 105 983 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 392 CHF | 103 142 CHF | 99,27% | 99,27% |
13/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 74 437 | 74 437 | 100 022 CHF | 100 766 CHF | 99,40% | 99,40% |
12/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 607 CHF | 100 357 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 059 CHF | 96 809 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 547 CHF | 97 297 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 91 677 CHF | 92 426 CHF | 99,23% | 99,23% |