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 | 0,97% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 670 CHF | 77 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 242 CHF | 76 992 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 264 CHF | 77 014 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 64 372 CHF | 65 048 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 188 CHF | 80 938 CHF | 99,44% | 99,44% |
13/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 72 667 CHF | 73 064 CHF | 98,88% | 98,88% |
12/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 113 CHF | 75 863 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 610 CHF | 80 360 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 014 CHF | 81 764 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 84 166 CHF | 83 504 CHF | 99,06% | 99,06% |