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 | 1,26% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 010 CHF | 59 760 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 688 CHF | 60 438 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 532 CHF | 61 282 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 283 CHF | 47 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 690 CHF | 76 440 CHF | 99,52% | 99,52% |
13/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 49 703 | 56 689 CHF | 47 467 CHF | 99,32% | 99,32% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 50 956 | 50 000 | 52 104 CHF | 51 659 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 194 CHF | 53 694 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 454 | 50 000 | 51 015 CHF | 51 066 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 74 131 | 72 406 | 75 499 CHF | 74 519 CHF | 99,12% | 99,12% |