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 | 1,93% | 1,01 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 669 CHF | 78 159 CHF | 100,00% | 100,00% |
19/11/2024 | 1,95% | 1,02 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 251 CHF | 76 736 CHF | 100,00% | 100,00% |
18/11/2024 | 2,37% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 69 479 | 63 918 | 70 692 CHF | 66 472 CHF | 99,51% | 99,51% |
15/11/2024 | 2,39% | 1,05 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 503 CHF | 81 432 CHF | 100,00% | 100,00% |
14/11/2024 | 2,72% | 1,12 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 647 CHF | 83 897 CHF | 99,44% | 99,44% |
13/11/2024 | 2,81% | 1,07 CHF | 1,10 CHF | 75 000 | 75 000 | 74 555 | 74 373 | 79 218 CHF | 81 267 CHF | 98,88% | 98,88% |
12/11/2024 | 2,67% | 1,10 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 798 CHF | 86 067 CHF | 100,00% | 100,00% |
11/11/2024 | 2,57% | 1,15 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 049 CHF | 89 312 CHF | 100,00% | 100,00% |
08/11/2024 | 2,59% | 1,14 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 180 CHF | 88 443 CHF | 100,00% | 100,00% |
07/11/2024 | 2,65% | 1,14 CHF | 1,17 CHF | 75 000 | 75 000 | 73 701 | 72 402 | 86 176 CHF | 86 881 CHF | 99,06% | 99,06% |