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 | 1,47% | 0,65 CHF | 0,66 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 40 502 CHF | 41 102 CHF | 100,00% | 100,00% |
19/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 40 205 CHF | 40 805 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 40 264 CHF | 40 864 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 943 CHF | 42 543 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 884 CHF | 43 484 CHF | 100,00% | 100,00% |
13/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 38 457 CHF | 39 057 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 39 777 CHF | 40 377 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 714 CHF | 43 314 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 755 CHF | 44 355 CHF | 100,00% | 100,00% |
07/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 46 772 CHF | 47 372 CHF | 100,00% | 100,00% |