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 | 0,98% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 209 CHF | 76 959 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 321 CHF | 75 071 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 677 CHF | 77 427 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 531 CHF | 81 281 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 558 CHF | 79 308 CHF | 99,22% | 99,22% |
13/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 74 128 CHF | 74 875 CHF | 99,36% | 99,36% |
12/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 269 CHF | 82 019 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 79 007 CHF | 79 750 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 574 CHF | 77 324 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 73 944 | 73 698 | 77 428 CHF | 77 938 CHF | 98,73% | 98,73% |