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 | 0,81% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 725 CHF | 92 475 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 552 CHF | 95 302 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 101 CHF | 94 851 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 562 CHF | 95 312 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 567 CHF | 97 317 CHF | 99,52% | 99,52% |
13/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 74 318 | 74 138 | 97 253 CHF | 97 759 CHF | 98,35% | 98,35% |
12/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 908 CHF | 93 658 CHF | 99,90% | 99,90% |
11/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 118 CHF | 88 868 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 011 CHF | 89 761 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 73 704 | 72 408 | 85 129 CHF | 84 312 CHF | 99,13% | 99,13% |