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 | 0,90% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 866 CHF | 83 616 CHF | 99,80% | 99,80% |
19/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 341 CHF | 64 091 CHF | 99,78% | 99,78% |
18/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 728 CHF | 66 478 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 865 CHF | 70 615 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 606 CHF | 74 356 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 297 CHF | 79 047 CHF | 99,94% | 99,94% |
12/11/2024 | 0,86% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 598 CHF | 87 348 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 968 CHF | 95 718 CHF | 99,78% | 99,78% |
08/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 805 CHF | 84 555 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 010 CHF | 86 760 CHF | 99,68% | 99,68% |