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 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 021 CHF | 73 771 CHF | 94,79% | 94,79% |
19/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 012 CHF | 71 762 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 50 814 CHF | 51 505 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 545 CHF | 75 295 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 322 CHF | 73 072 CHF | 83,69% | 83,69% |
13/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 651 | 74 112 | 70 924 CHF | 71 152 CHF | 94,16% | 94,16% |
12/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 177 CHF | 71 927 CHF | 84,38% | 84,38% |
11/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 816 CHF | 78 566 CHF | 94,79% | 94,79% |
08/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 816 CHF | 74 566 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 175 | 72 251 | 72 487 CHF | 71 395 CHF | 93,52% | 93,52% |