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 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 401 CHF | 80 151 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 71 084 CHF | 71 830 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 138 CHF | 76 888 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 817 CHF | 77 567 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 914 CHF | 74 664 CHF | 99,52% | 99,52% |
13/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 66 527 CHF | 66 811 CHF | 99,32% | 99,32% |
12/11/2024 | 1,05% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 360 CHF | 72 110 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 245 CHF | 73 995 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 191 CHF | 71 941 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 72 701 CHF | 71 733 CHF | 99,12% | 99,12% |