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 | 0,85% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 459 CHF | 88 209 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 571 CHF | 86 321 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 927 CHF | 88 677 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 730 CHF | 92 480 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 779 CHF | 90 529 CHF | 99,22% | 99,22% |
13/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 85 199 CHF | 85 945 CHF | 99,36% | 99,36% |
12/11/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 519 CHF | 93 269 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 89 968 CHF | 90 714 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 824 CHF | 88 574 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 88 241 CHF | 88 991 CHF | 98,73% | 98,73% |