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 | 0,95% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 341 CHF | 79 091 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 70 063 CHF | 70 813 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 133 CHF | 75 883 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 865 CHF | 76 615 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 889 CHF | 73 639 CHF | 99,52% | 99,52% |
13/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 65 545 CHF | 65 829 CHF | 99,32% | 99,32% |
12/11/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 271 CHF | 71 021 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 178 CHF | 72 928 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 031 CHF | 70 781 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 71 654 CHF | 70 710 CHF | 99,12% | 99,12% |