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 | 1,16% | 0,81 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 358 CHF | 65 108 CHF | 14,13% | 100,00% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 628 CHF | 63 378 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 867 CHF | 66 617 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 333 CHF | 69 083 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 708 CHF | 69 458 CHF | 99,22% | 99,22% |
13/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 667 | 74 155 | 66 509 CHF | 66 807 CHF | 98,74% | 98,74% |
12/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 225 CHF | 69 975 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 755 CHF | 74 505 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 478 CHF | 74 228 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 699 | 72 397 | 77 103 CHF | 76 441 CHF | 98,73% | 98,73% |