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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 790 CHF | 72 540 CHF | 100,00% | 100,00% |
20/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 793 CHF | 74 543 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 65 656 CHF | 66 406 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 472 CHF | 71 222 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 206 CHF | 71 956 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 246 CHF | 68 996 CHF | 99,52% | 99,52% |
13/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 889 | 74 146 | 61 026 CHF | 61 158 CHF | 99,32% | 99,32% |
12/11/2024 | 1,13% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 771 CHF | 66 521 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 678 CHF | 68 428 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 531 CHF | 66 281 CHF | 100,00% | 100,00% |