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 | 1,05% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 72 624 | 72 624 | 69 133 CHF | 69 859 CHF | 99,38% | 99,38% |
19/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 73 198 | 73 198 | 69 121 CHF | 69 853 CHF | 99,30% | 99,30% |
18/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 61 729 | 61 729 | 61 418 CHF | 62 035 CHF | 99,30% | 99,30% |
15/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 131 CHF | 70 881 CHF | 99,39% | 99,39% |
14/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 125 CHF | 69 875 CHF | 99,35% | 99,35% |
13/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 192 CHF | 68 942 CHF | 99,37% | 99,37% |
12/11/2024 | 1,05% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 904 | 74 904 | 70 866 CHF | 71 615 CHF | 99,08% | 99,08% |
11/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 72 069 | 72 069 | 70 517 CHF | 71 237 CHF | 99,23% | 99,23% |
08/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 74 892 | 74 892 | 70 787 CHF | 71 536 CHF | 99,38% | 99,38% |
07/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 53 062 | 53 062 | 53 520 CHF | 54 051 CHF | 99,25% | 99,25% |