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 | 0,78% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 270 CHF | 96 020 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 345 CHF | 94 095 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 673 CHF | 96 423 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 512 CHF | 100 262 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 582 CHF | 98 332 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 92 905 CHF | 93 653 CHF | 99,36% | 99,36% |
12/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 193 CHF | 100 943 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 97 482 CHF | 98 230 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 479 CHF | 96 229 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 95 764 CHF | 96 516 CHF | 98,73% | 98,73% |