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 | 0,81% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 214 CHF | 92 964 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 83 627 CHF | 84 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 007 CHF | 89 757 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 659 CHF | 90 409 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 785 CHF | 87 535 CHF | 99,52% | 99,52% |
13/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 79 103 CHF | 79 533 CHF | 99,32% | 99,32% |
12/11/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 202 CHF | 84 952 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 076 CHF | 86 826 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 941 CHF | 84 691 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 84 804 CHF | 84 099 CHF | 99,12% | 99,12% |