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 | 0,76% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 543 CHF | 99 293 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 89 896 CHF | 90 645 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 222 CHF | 95 972 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 956 CHF | 96 706 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 996 CHF | 93 746 CHF | 99,52% | 99,52% |
13/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 85 226 CHF | 85 626 CHF | 99,32% | 99,32% |
12/11/2024 | 0,83% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 521 CHF | 91 271 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 428 CHF | 93 178 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 281 CHF | 91 031 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 91 072 CHF | 90 260 CHF | 99,12% | 99,12% |