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 | 0,90% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 774 CHF | 83 524 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 734 CHF | 81 484 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 117 CHF | 83 867 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 991 CHF | 87 741 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 991 CHF | 85 741 CHF | 99,22% | 99,22% |
13/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 80 504 CHF | 81 255 CHF | 99,36% | 99,36% |
12/11/2024 | 0,85% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 742 CHF | 88 492 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 85 264 CHF | 86 006 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 994 CHF | 83 744 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 83 491 CHF | 84 246 CHF | 98,73% | 98,73% |