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 | 1,12% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 847 CHF | 74 677 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 917 CHF | 76 667 CHF | 99,40% | 99,40% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 944 CHF | 75 694 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 734 CHF | 71 545 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,93 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 703 CHF | 71 557 CHF | 99,52% | 99,52% |
13/11/2024 | 1,23% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 74 665 | 74 442 | 66 389 CHF | 67 004 CHF | 99,32% | 99,32% |
12/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 614 CHF | 64 389 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 780 CHF | 60 654 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 0,80 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 021 CHF | 58 927 CHF | 100,00% | 100,00% |
07/11/2024 | 1,93% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 901 | 72 407 | 54 157 CHF | 50 294 CHF | 99,13% | 99,13% |