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 | 0,80% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 226 CHF | 93 976 CHF | 99,73% | 99,73% |
19/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 989 CHF | 92 739 CHF | 99,78% | 99,78% |
18/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 199 CHF | 88 949 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 758 CHF | 88 508 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 715 CHF | 92 465 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 936 CHF | 91 686 CHF | 99,29% | 99,29% |
12/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 085 CHF | 97 835 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 771 CHF | 101 521 CHF | 99,66% | 99,66% |
08/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 990 CHF | 97 740 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 74 998 | 98 024 CHF | 98 772 CHF | 99,70% | 99,70% |