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 | 1,10% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 021 CHF | 68 771 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 522 CHF | 68 272 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 673 CHF | 68 423 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 57 302 CHF | 57 989 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 594 CHF | 72 344 CHF | 99,44% | 99,44% |
13/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 64 055 CHF | 64 494 CHF | 98,88% | 98,88% |
12/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 408 CHF | 67 158 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 055 CHF | 71 805 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 381 CHF | 73 131 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 76 200 CHF | 75 195 CHF | 99,06% | 99,06% |