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 | 0,89% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 305 CHF | 85 055 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 273 CHF | 87 054 CHF | 99,40% | 99,40% |
18/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 292 CHF | 86 116 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 105 CHF | 81 945 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 132 CHF | 81 953 CHF | 99,52% | 99,52% |
13/11/2024 | 1,06% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 76 382 CHF | 77 194 CHF | 99,32% | 99,32% |
12/11/2024 | 1,11% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 039 CHF | 74 864 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 0,95 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 186 CHF | 71 030 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 462 CHF | 69 271 CHF | 100,00% | 100,00% |
07/11/2024 | 1,48% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 796 | 72 407 | 61 228 CHF | 60 303 CHF | 99,13% | 99,13% |