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% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 855 CHF | 67 605 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 361 CHF | 67 111 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 420 CHF | 67 170 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 56 311 CHF | 56 986 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 361 CHF | 71 111 CHF | 99,44% | 99,44% |
13/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 74 738 | 74 376 | 62 861 CHF | 63 301 CHF | 98,88% | 98,88% |
12/11/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 208 CHF | 65 958 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 803 CHF | 70 553 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 204 CHF | 71 954 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 222 | 72 406 | 74 978 CHF | 74 001 CHF | 99,06% | 99,06% |