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 | 0,87% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 064 CHF | 86 814 CHF | 100,00% | 100,00% |
20/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 091 CHF | 88 841 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 79 614 CHF | 80 362 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 883 CHF | 85 633 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 615 CHF | 86 365 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 639 CHF | 83 389 CHF | 99,52% | 99,52% |
13/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 75 026 CHF | 75 468 CHF | 99,32% | 99,32% |
12/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 038 CHF | 80 788 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 960 CHF | 82 710 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 892 CHF | 80 642 CHF | 100,00% | 100,00% |