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 | 5,20% | 0,91 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 596 CHF | 73 310 CHF | 100,00% | 100,00% |
19/11/2024 | 3,21% | 0,93 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 630 CHF | 70 870 CHF | 100,00% | 100,00% |
18/11/2024 | 3,64% | 0,94 CHF | 0,97 CHF | 75 000 | 75 000 | 71 675 | 63 918 | 66 627 CHF | 61 518 CHF | 99,51% | 99,51% |
15/11/2024 | 3,03% | 0,97 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 824 CHF | 76 091 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 1,06 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 360 CHF | 78 610 CHF | 99,44% | 99,44% |
13/11/2024 | 3,03% | 1,00 CHF | 1,03 CHF | 75 000 | 75 000 | 74 638 | 74 155 | 73 636 CHF | 75 398 CHF | 73,34% | 73,34% |
12/11/2024 | 2,86% | 1,02 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 456 CHF | 80 730 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 1,09 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 269 CHF | 84 535 CHF | 100,00% | 100,00% |
08/11/2024 | 2,75% | 1,07 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 253 CHF | 83 516 CHF | 100,00% | 100,00% |
07/11/2024 | 2,81% | 1,07 CHF | 1,10 CHF | 75 000 | 75 000 | 73 701 | 72 402 | 81 482 CHF | 82 276 CHF | 99,06% | 99,06% |