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 | 1,00% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 651 CHF | 75 401 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 145 CHF | 74 895 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 210 CHF | 74 960 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 62 687 CHF | 63 378 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 199 CHF | 78 949 CHF | 99,44% | 99,44% |
13/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 70 668 CHF | 71 075 CHF | 98,88% | 98,88% |
12/11/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 017 CHF | 73 767 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 599 CHF | 78 349 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 946 CHF | 79 696 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 82 179 CHF | 81 553 CHF | 99,06% | 99,06% |