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 | 0,84% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 673 CHF | 89 423 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 618 CHF | 87 368 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 077 CHF | 89 827 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 943 CHF | 93 693 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 972 CHF | 91 722 CHF | 99,22% | 99,22% |
13/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 86 313 CHF | 87 062 CHF | 99,36% | 99,36% |
12/11/2024 | 0,80% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 619 CHF | 94 369 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 91 024 CHF | 91 769 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 879 CHF | 89 629 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 89 273 CHF | 90 025 CHF | 98,73% | 98,73% |