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 | 1,46% | 0,66 CHF | 0,67 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 61 083 CHF | 61 983 CHF | 99,55% | 99,55% |
19/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 61 038 CHF | 61 938 CHF | 99,51% | 99,51% |
18/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 65 692 CHF | 66 592 CHF | 99,47% | 99,47% |
15/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 67 228 CHF | 68 128 CHF | 98,91% | 98,91% |
14/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 539 CHF | 70 539 CHF | 99,51% | 99,51% |
13/11/2024 | 1,45% | 0,64 CHF | 0,65 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 61 776 CHF | 62 676 CHF | 99,49% | 99,49% |
12/11/2024 | 1,31% | 0,72 CHF | 0,73 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 68 063 CHF | 68 963 CHF | 99,54% | 99,54% |
11/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 68 620 CHF | 69 520 CHF | 99,52% | 99,52% |
08/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 60 170 CHF | 60 970 CHF | 99,50% | 99,50% |
07/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 76 747 CHF | 77 647 CHF | 99,46% | 99,53% |