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 | 1,04% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 448 CHF | 72 198 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 992 CHF | 71 742 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 038 CHF | 71 788 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 61 326 | 61 326 | 60 100 CHF | 60 780 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 976 CHF | 75 726 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 734 | 74 376 | 67 469 CHF | 67 890 CHF | 98,88% | 98,88% |
12/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 904 CHF | 70 654 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 387 CHF | 75 137 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 808 CHF | 76 558 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 73 912 | 72 406 | 79 243 CHF | 78 464 CHF | 99,06% | 99,06% |