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 | 0,88% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 805 CHF | 85 555 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 361 CHF | 85 111 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 420 CHF | 85 170 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 70 987 CHF | 71 664 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 323 CHF | 89 073 CHF | 99,44% | 99,44% |
13/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 557 | 74 376 | 80 555 CHF | 81 103 CHF | 98,88% | 98,88% |
12/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 208 CHF | 83 958 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 775 CHF | 88 525 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 181 CHF | 89 931 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 92 143 CHF | 91 341 CHF | 99,06% | 99,06% |