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 | 0,93% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 021 CHF | 80 771 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 522 CHF | 80 272 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 673 CHF | 80 423 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 67 114 CHF | 67 801 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 594 CHF | 84 344 CHF | 99,44% | 99,44% |
13/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 74 557 | 74 376 | 75 833 CHF | 76 394 CHF | 98,88% | 98,88% |
12/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 378 CHF | 79 128 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 055 CHF | 83 805 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 381 CHF | 85 131 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 87 497 CHF | 86 780 CHF | 99,06% | 99,06% |