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 | 82 740 CHF | 83 490 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 264 CHF | 83 014 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 346 CHF | 83 096 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 69 340 CHF | 70 023 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 262 CHF | 87 012 CHF | 99,44% | 99,44% |
13/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 74 557 | 74 376 | 78 546 CHF | 79 100 CHF | 98,88% | 98,88% |
12/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 154 CHF | 81 904 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 684 CHF | 86 434 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 080 CHF | 87 830 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 90 091 CHF | 89 325 CHF | 99,06% | 99,06% |