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 | 0,95% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 716 CHF | 79 466 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 282 CHF | 79 032 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 315 CHF | 79 065 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 66 008 CHF | 66 695 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 249 CHF | 82 999 CHF | 99,44% | 99,44% |
13/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 74 600 | 74 376 | 74 552 CHF | 75 073 CHF | 98,88% | 98,88% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 062 CHF | 77 812 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 701 CHF | 82 451 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 108 CHF | 83 858 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 86 155 CHF | 85 458 CHF | 99,06% | 99,06% |