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 | 0,96% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 475 CHF | 78 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 302 CHF | 81 052 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 851 CHF | 80 601 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 104 CHF | 80 854 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 048 CHF | 82 798 CHF | 99,52% | 99,52% |
13/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 74 437 | 74 138 | 83 264 CHF | 83 673 CHF | 98,35% | 98,35% |
12/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 658 CHF | 79 408 CHF | 99,90% | 99,90% |
11/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 868 CHF | 74 618 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 723 CHF | 75 473 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 73 738 | 72 408 | 70 977 CHF | 70 375 CHF | 99,13% | 99,13% |