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 | 0,99% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 100 821 CHF | 101 821 CHF | 99,38% | 99,38% |
19/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 484 CHF | 75 234 CHF | 99,31% | 99,31% |
18/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 853 CHF | 74 603 CHF | 99,29% | 99,29% |
15/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 162 CHF | 72 912 CHF | 99,39% | 99,39% |
14/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 060 CHF | 75 810 CHF | 99,35% | 99,35% |
13/11/2024 | 1,03% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 677 CHF | 73 427 CHF | 99,37% | 99,37% |
12/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 336 CHF | 68 086 CHF | 99,09% | 99,09% |
11/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 103 CHF | 67 853 CHF | 99,30% | 99,30% |
08/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 308 CHF | 68 058 CHF | 99,39% | 99,39% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 000 CHF | 64 750 CHF | 99,30% | 99,30% |