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 | 0,76% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 78 226 CHF | 78 826 CHF | 99,56% | 99,56% |
19/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 75 569 CHF | 76 169 CHF | 99,03% | 99,03% |
18/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 87 437 CHF | 88 037 CHF | 99,55% | 99,55% |
15/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 800 CHF | 77 300 CHF | 98,93% | 98,93% |
14/11/2024 | 0,66% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 91 413 CHF | 92 013 CHF | 99,54% | 99,54% |
13/11/2024 | 0,68% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 926 CHF | 73 426 CHF | 99,54% | 99,54% |
12/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 102 072 CHF | 102 672 CHF | 98,53% | 98,56% |
11/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 88 881 CHF | 89 481 CHF | 99,02% | 99,02% |
08/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 77 803 CHF | 78 403 CHF | 99,55% | 99,55% |
07/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 94 935 CHF | 95 635 CHF | 99,47% | 99,47% |