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 | 1,04% | 0,94 CHF | 0,95 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 119 365 CHF | 120 615 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 016 CHF | 24 266 CHF | 99,88% | 99,88% |
18/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 958 CHF | 24 208 CHF | 99,90% | 99,90% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 871 CHF | 24 121 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 300 CHF | 23 550 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 089 CHF | 22 339 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 855 CHF | 23 105 CHF | 99,72% | 99,72% |
11/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 770 CHF | 24 020 CHF | 99,91% | 99,91% |
08/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 065 CHF | 24 315 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 926 CHF | 25 176 CHF | 99,91% | 99,91% |