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 | 0,86% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 870 CHF | 87 620 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 437 CHF | 87 187 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 486 CHF | 87 236 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 72 711 CHF | 73 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 426 CHF | 91 176 CHF | 99,44% | 99,44% |
13/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 74 557 | 74 376 | 82 608 CHF | 83 152 CHF | 98,88% | 98,88% |
12/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 228 CHF | 85 978 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 861 CHF | 90 611 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 233 CHF | 91 983 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 94 204 CHF | 93 366 CHF | 99,06% | 99,06% |