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 | 1,03% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 769 CHF | 73 519 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 298 CHF | 73 048 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 345 CHF | 73 095 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 61 134 CHF | 61 822 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 282 CHF | 77 032 CHF | 99,44% | 99,44% |
13/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 68 758 CHF | 69 173 CHF | 98,88% | 98,88% |
12/11/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 109 CHF | 71 859 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 748 CHF | 76 498 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 133 CHF | 77 883 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 80 328 CHF | 79 735 CHF | 99,06% | 99,06% |