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 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 078 CHF | 70 828 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 581 CHF | 70 331 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 619 CHF | 70 369 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 58 962 CHF | 59 649 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 599 CHF | 74 349 CHF | 99,44% | 99,44% |
13/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 66 111 CHF | 66 540 CHF | 98,88% | 98,88% |
12/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 473 CHF | 69 223 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 016 CHF | 73 766 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 396 CHF | 75 146 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 78 174 CHF | 77 119 CHF | 99,06% | 99,06% |