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 | 0,92% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 105 CHF | 81 855 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 611 CHF | 81 361 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 670 CHF | 81 420 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 67 956 CHF | 68 638 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 611 CHF | 85 361 CHF | 99,44% | 99,44% |
13/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 557 | 74 376 | 76 875 CHF | 77 432 CHF | 98,88% | 98,88% |
12/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 458 CHF | 80 208 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 053 CHF | 84 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 454 CHF | 86 204 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 88 459 CHF | 87 721 CHF | 99,06% | 99,06% |