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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 598 CHF | 93 348 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 642 CHF | 95 392 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 86 045 CHF | 86 794 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 311 CHF | 92 061 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 982 CHF | 92 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 087 CHF | 89 837 CHF | 99,52% | 99,52% |
13/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 81 366 CHF | 81 790 CHF | 99,32% | 99,32% |
12/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 577 CHF | 87 327 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 481 CHF | 89 231 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 324 CHF | 87 074 CHF | 100,00% | 100,00% |